DSDP
dsdplanczos.h
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1#ifndef __TAO_DSDPSTEP_H
2#define __TAO_DSDPSTEP_H
3#include "sdpconevec.h"
13typedef struct {
14 int lanczosm;
15 int maxlanczosm;
16 double *darray; /* For SLOW BUT ROBUST METHOD ONLY */
17 SDPConeVec *Q; /* Size 2 for FAST, Size lanczosm for SLOW */
18 SDPConeVec Tv; /* For SLOW BUT ROBUST METHOD ONLY */
19
20 double *dwork4n;
21 int *iwork10n;
22 int lwork,liwork;
23 int n;
24 int type;
26
27#ifdef __cplusplus
28extern "C" {
29#endif
36extern int DSDPLanczosMinXEig( DSDPLanczosStepLength*, DSDPVMat, SDPConeVec, SDPConeVec, double *);
37
38#ifdef __cplusplus
39}
40#endif
41
42#endif
int DSDPFastLanczosSetup(DSDPLanczosStepLength *, SDPConeVec)
Use Lanczos procedure. Assume off tridiagonal entries are zero.
Definition dsdpstep.c:133
int DSDPLanczosDestroy(DSDPLanczosStepLength *)
Free data structure.
Definition dsdpstep.c:191
int DSDPLanczosInitialize(DSDPLanczosStepLength *)
Initialize Lanczos structure.
Definition dsdpstep.c:92
int DSDPSetMaximumLanczosIterations(DSDPLanczosStepLength *LZ, int)
Set parameter.
Definition dsdpstep.c:119
int DSDPLanczosStepSize(DSDPLanczosStepLength *, SDPConeVec, SDPConeVec, DSDPDualMat, DSDPDSMat, double *)
Compute distance to boundary.
Definition dsdpstep.c:247
int DSDPRobustLanczosSetup(DSDPLanczosStepLength *, SDPConeVec)
Use slowerer but more robust method.
Definition dsdpstep.c:163
Each block of the SDPCone has two vectors of appropriate size.
Symmetric Delta S matrix for one block in the semidefinite cone.
Definition dsdpdsmat.h:23
Represents an S matrix for one block in the semidefinite cone.
Definition dsdpdualmat.h:18
Apply Lanczos prodedure to find distance to boundary.
Definition dsdplanczos.h:13
Dense symmetric matrix for one block in the semidefinite cone.
Definition dsdpxmat.h:17
Vector whose length corresponds to dimension of a block in a cone.
Definition sdpconevec.h:13