void HLBFGS_BUILD_HESSIAN_INFO(HESSIAN_MATRIX& m_hessian, int INFO[])
{
m_hessian.l_info.p = INFO[8];
if (m_hessian.l_info.lrow_ind)
{
delete[] m_hessian.l_info.lrow_ind;
}
m_hessian.l_info.lrow_ind = new int[m_hessian.nnz+m_hessian.n*m_hessian.l_info.p];
if (m_hessian.l_info.l)
{
delete[] m_hessian.l_info.l;
}
m_hessian.l_info.l = new double[m_hessian.nnz+m_hessian.n*m_hessian.l_info.p];
m_hessian.l_info.icfs_alpha = 0;
dicfs_(&m_hessian.n, &m_hessian.nnz, m_hessian.values,
m_hessian.diag, m_hessian.colptr, m_hessian.rowind,
m_hessian.l_info.l, m_hessian.l_info.ldiag, m_hessian.l_info.lcol_ptr, m_hessian.l_info.lrow_ind,
&m_hessian.l_info.p, &m_hessian.l_info.icfs_alpha, m_hessian.l_info.iwa, m_hessian.l_info.wa1, m_hessian.l_info.wa2);
}
void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
int n, p ;
double *a, *l;
double *adiag, *ldiag;
int *acol_ptr, *arow_ind ;
int *lcol_ptr, *lrow_ind ;
/* Working arrays */
double *w1, *w2 ;
int *iw ;
/* Local variables */
int i, nnz ;
double alpha ;
/* Right hand side */
n = (int) mxGetScalar(prhs[0]);
a = mxGetPr(prhs[1]);
arow_ind = mxGetIr(prhs[1]);
acol_ptr = mxGetJc(prhs[1]);
adiag = mxGetPr(prhs[2]) ;
p = (int) mxGetScalar(prhs[3]) ;
nnz = acol_ptr[n] ;
/* Left-hand side */
if (plhs[0] != NULL) mxDestroyArray(plhs[0]) ;
plhs[0] = mxCreateSparse(n, n, nnz+n*p, mxREAL) ;
l = mxGetPr(plhs[0]);
lrow_ind = mxGetIr(plhs[0]);
lcol_ptr = mxGetJc(plhs[0]);
if (plhs[1] != NULL) mxDestroyArray(plhs[1]) ;
plhs[1] = mxCreateDoubleMatrix(n, 1, mxREAL) ;
ldiag = mxGetPr(plhs[1]) ;
/* Allocate working arrays */
if (( (w1=(double *)calloc(n, sizeof(double)))==(double *)NULL ) ||
( (w2=(double *)calloc(n, sizeof(double)))==(double *)NULL ) ||
( (iw=(int *)calloc(3*n, sizeof(int)))==(int *)NULL )) {
printf("Not enough memory\n") ;
}
/* Change a's i j into fortran index */
for (i = 0; i < nnz; i++) arow_ind[i] = arow_ind[i] + 1 ;
for (i = 0; i <= n; i++) acol_ptr[i] = acol_ptr[i] + 1 ;
/* Call icf fortran subroutine */
alpha = 0.0 ;
dicfs_(&n, &nnz, a, adiag, acol_ptr, arow_ind,
l, ldiag, lcol_ptr, lrow_ind, &p, &alpha,
iw, w1, w2) ;
/* Change a's i j into C index */
for (i = 0; i < nnz; i++)
arow_ind[i] = arow_ind[i] - 1 ;
for (i = 0; i < lcol_ptr[n]; i++)
lrow_ind[i] = lrow_ind[i] - 1 ;
for (i = 0; i <= n; i++) {
acol_ptr[i] = acol_ptr[i] - 1 ;
lcol_ptr[i] = lcol_ptr[i] - 1 ;
}
/* Free memory */
free(w1) ;
free(w2) ;
free(iw) ;
} /* mexFunction */