update_delx

 script to ubpdate delx

0001 % script to ubpdate delx
0002 switch update_mode
0003     case 'init0'
0004         switch delx_mode
0005             case 'mil'
0006                 iAtA = pinv(A(:,gamma_xh)'*A(:,gamma_xh));
0007                 delx = iAtA*rhs(gamma_xh);
0008             case {'qr','chol'}
0009                 [Q R] = qr(A(:,gamma_xh),0);
0010                 delx = R\(R'\rhs(gamma_xh));
0011             case 'qrM'
0012                 [Q0 R0] = qr(A(:,gamma_xh));
0013                 delx = R0\(R0'\rhs(gamma_xh));            
0014         end
0015     case 'init1'
0016         switch delx_mode
0017             case 'mil'
0018                 % AtAgx = in.AtA;
0019                 iAtA = opts.iAtA;
0020                 delx = iAtA*rhs(gamma_xh);
0021                 % iAtAgx = opts.iAtAgx;
0022                 % delx_update = iAtAgx*(ds(gamma_xh)-d(gamma_xh));
0023             case 'qr'
0024                 Q = opts.Q;
0025                 R = opts.R;
0026                 delx = R\(R'\rhs(gamma_xh));
0027                 % delx_update = R\(R'\(ds(gamma_xh)-d(gamma_xh)));
0028             case 'qrM'
0029                 Q0 = opts.Q0;
0030                 R0 = opts.R0;
0031                 delx = R0\(R0'\rhs(gamma_xh));            
0032                 % delx_update = R0\(R0'\(ds(gamma_xh)-d(gamma_xh)));
0033             case 'chol'
0034                 R = opts.R;
0035                 delx = R\(R'\rhs(gamma_xh));
0036         end
0037         % delx = opts.delx;
0038     case 'update'
0039         % script to update delx
0040         in_delx.rhs = rhs;
0041         in_delx.itr = iter;
0042         in_delx.M = M;
0043         switch delx_mode
0044             case 'mil'
0045                 in_delx.iAtA = iAtA;
0046                 in_delx.delx = delx;
0047                 in_delx.type = delx_mode;
0048                 out = compute_delx(in_delx,A);
0049                 delx = out.delx;
0050                 iAtA = out.iAtA;
0051             case 'qr'
0052                 in_delx.R = R;
0053                 in_delx.Q = Q;
0054                 in_delx.delx = delx;
0055                 in_delx.type = delx_mode;
0056                 in_delx.nre = 2;
0057                 out = compute_delx(in_delx,A);
0058                 R = out.R;
0059                 Q = out.Q;
0060                 delx = out.delx;
0061             case 'qrM'
0062                 in_delx.R0 = R0;
0063                 in_delx.Q0 = Q0;
0064                 in_delx.delx = gamma_xh;
0065                 in_delx.type = 'qrM';
0066                 out = compute_delx(in_delx,A);
0067                 R0 = out.R0;
0068                 Q0 = out.Q0;
0069                 delx = out.delx;
0070             case 'chol'
0071                 in_delx.R = R;
0072                 in_delx.delx = delx;
0073                 in_delx.type = delx_mode;
0074                 out = compute_delx(in_delx,A);
0075                 R = out.R;
0076                 delx = out.delx;
0077             case 'cg'
0078                 % NOT TESTED ...
0079                 % delx_orig = (A(:,gamma_xh)'*A(:,gamma_xh))\(ds(gamma_xh)-d(gamma_xh));
0080                 in_delx.x0 = xk_1;
0081                 in_delx.Gamma = gamma_xh;
0082                 in_delx.delx = [];
0083                 in_delx.W = in.W_new(gamma_xh);
0084                 in_delx.type = 'cg';
0085                 delta = theta;
0086                 in_delx.rhs = cg_rhs-(epsilon+delta)*d-(1-epsilon-delta)*ds+tau*sign(pk_old);
0087                 out = compute_delx(in_delx,A);
0088                 delx = (out.delx-xk_1(gamma_xh))/delta;
0089                 stp = 1;
0090         end
0091     case 'recompute'
0092         switch delx_mode
0093             case 'mil'
0094                 delx = iAtA*rhs(gamma_xh);
0095                 % iAtAgx = in.iAtAgx;
0096                 % delx_update = iAtAgx*(ds(gamma_xh)-d(gamma_xh));
0097             case {'qr','chol'}
0098                 delx = R\(R'\rhs(gamma_xh));
0099             case 'qrM'
0100                 delx = R0\(R0'\rhs(gamma_xh));
0101         end
0102 end