eyek.c

经济学专业代码

/*
    x = eyeK(K)
    yields identity solution w.r.t. symmetric cone K.

% This file is part of SeDuMi 1.1 by Imre Polik and Oleksandr Romanko
% Copyright (C) 2005 McMaster University, Hamilton, CANADA  (since 1.1)
%
% Copyright (C) 2001 Jos F. Sturm (up to 1.05R5)
%   Dept. Econometrics & O.R., Tilburg University, the Netherlands.
%   Supported by the Netherlands Organization for Scientific Research (NWO).
%
% Affiliation SeDuMi 1.03 and 1.04Beta (2000):
%   Dept. Quantitative Economics, Maastricht University, the Netherlands.
%
% Affiliations up to SeDuMi 1.02 (AUG1998):
%   CRL, McMaster University, Canada.
%   Supported by the Netherlands Organization for Scientific Research (NWO).
%
% This program is free software; you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation; either version 2 of the License, or
% (at your option) any later version.
%
% This program is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with this program; if not, write to the Free Software
% Foundation, Inc.,  51 Franklin Street, Fifth Floor, Boston, MA
% 02110-1301, USA

*/

#include "mex.h"
#include "blksdp.h"

#define X_OUT plhs[0]
#define K_IN prhs[0]


/* ============================================================
   MAIN: MEXFUNCTION
   ============================================================ */
/* ************************************************************
   PROCEDURE mexFunction - Entry for Matlab
   x = eyeK(K)
   ************************************************************ */
void mexFunction(const int nlhs, mxArray *plhs[],
  const int nrhs, const mxArray *prhs[])
{
 int i,j,k, nk, lenfull;
 double *x;
 coneK cK;

/* ------------------------------------------------------------
   Check for proper number of arguments 
   ------------------------------------------------------------ */
 mxAssert(nrhs == 1, "eyeK requires 1 input argument.");
 mxAssert(nlhs == 1, "eyeK generates 1 output argument.");
 /* ------------------------------------------------------------
    Disassemble cone K structure
    ------------------------------------------------------------ */
 conepars(K_IN, &cK);
 /* ------------------------------------------------------------
    Get statistics of cone K structure
    ------------------------------------------------------------ */
 lenfull = cK.lpN +  cK.qDim + cK.rDim + cK.hDim;
 for(k = 0; k < cK.rconeN; k++)
   lenfull += cK.rconeNL[k];
 /* ------------------------------------------------------------
    Allocate output x
    ------------------------------------------------------------ */
 X_OUT =  mxCreateDoubleMatrix(lenfull, 1, mxREAL);
 x = mxGetPr(X_OUT);
 /* ------------------------------------------------------------
    The actual job is done here:.
    ------------------------------------------------------------ */
 /* ------------------------------------------------------------
    LP: x = ones(K.l,1)
    ------------------------------------------------------------ */
 for(k = 0; k < cK.lpN; k++)
   x[k] = 1.0;
 x += cK.lpN;
 /* ------------------------------------------------------------
    LORENTZ: x(1) = sqrt(2)
    ------------------------------------------------------------ */
 for(k = 0; k < cK.lorN; k++){
   nk = cK.lorNL[k];
   x[0] = M_SQRT2;
   x += nk;
 }
 /* ------------------------------------------------------------
    RCONE: x(1) = x(2) = 1
    ------------------------------------------------------------ */
 for(k = 0; k < cK.rconeN; k++){
   nk = cK.rconeNL[k];
   x[0] = 1.0;
   x[1] = 1.0;
   x += nk;
 }
 /* ------------------------------------------------------------
    PSD:  x = eye(nk)
    ------------------------------------------------------------ */
 for(k = 0; k < cK.sdpN; k++){
   nk = cK.sdpNL[k];
   for(i = 0, j = 0; i < nk; i++, j += nk+1)
     x[j] = 1.0;
   x += (1 + (k >= cK.rsdpN)) * SQR(nk);
 }
}