cs_updown.c
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00001 #include "cs.h"
00002 /* sparse Cholesky update/downdate, L*L' + sigma*w*w' (sigma = +1 or -1) */
00003 int cs_updown (cs *L, int sigma, const cs *C, const int *parent)
00004 {
00005     int n, p, f, j, *Lp, *Li, *Cp, *Ci ;
00006     double *Lx, *Cx, alpha, beta = 1, delta, gammaa, w1, w2, *w, beta2 = 1 ;
00007     if (!CS_CSC (L) || !CS_CSC (C) || !parent) return (0) ;  /* check inputs */
00008     Lp = L->p ; Li = L->i ; Lx = L->x ; n = L->n ;
00009     Cp = C->p ; Ci = C->i ; Cx = C->x ;
00010     if ((p = Cp [0]) >= Cp [1]) return (1) ;        /* return if C empty */
00011     w = (double*)cs_malloc (n, sizeof (double)) ;            /* get workspace */
00012     if (!w) return (0) ;                            /* out of memory */
00013     f = Ci [p] ;
00014     for ( ; p < Cp [1] ; p++) f = CS_MIN (f, Ci [p]) ;  /* f = min (find (C)) */
00015     for (j = f ; j != -1 ; j = parent [j]) w [j] = 0 ;  /* clear workspace w */
00016     for (p = Cp [0] ; p < Cp [1] ; p++) w [Ci [p]] = Cx [p] ; /* w = C */
00017     for (j = f ; j != -1 ; j = parent [j])          /* walk path f up to root */
00018     {
00019         p = Lp [j] ;
00020         alpha = w [j] / Lx [p] ;                    /* alpha = w(j) / L(j,j) */
00021         beta2 = beta*beta + sigma*alpha*alpha ;
00022         if (beta2 <= 0) break ;                     /* not positive definite */
00023         beta2 = sqrt (beta2) ;
00024         delta = (sigma > 0) ? (beta / beta2) : (beta2 / beta) ;
00025         gammaa = sigma * alpha / (beta2 * beta) ;
00026         Lx [p] = delta * Lx [p] + ((sigma > 0) ? (gammaa * w [j]) : 0) ;
00027         beta = beta2 ;
00028         for (p++ ; p < Lp [j+1] ; p++)
00029         {
00030             w1 = w [Li [p]] ;
00031             w [Li [p]] = w2 = w1 - alpha * Lx [p] ;
00032             Lx [p] = delta * Lx [p] + gammaa * ((sigma > 0) ? w1 : w2) ;
00033         }
00034     }
00035     cs_free (w) ;
00036     return (beta2 > 0) ;
00037 }


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Sat Jun 8 2019 19:36:56