DSDP
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Call an implementation of the S matrix operations. More...
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Functions | |
int | DSDPDualMatCholeskyBackwardMultiply (DSDPDualMat S, SDPConeVec B, SDPConeVec X) |
Multiply by triangular matrix. | |
int | DSDPDualMatCholeskyFactor (DSDPDualMat S, DSDPTruth *psdefinite) |
Factor the matrix. | |
int | DSDPDualMatCholeskyForwardMultiply (DSDPDualMat S, SDPConeVec B, SDPConeVec X) |
Multiply by triangular matrix. | |
int | DSDPDualMatCholeskySolveBackward (DSDPDualMat S, SDPConeVec B, SDPConeVec X) |
Backward triangular solve. | |
int | DSDPDualMatCholeskySolveForward (DSDPDualMat S, SDPConeVec B, SDPConeVec X) |
Forward triangular solve. | |
int | DSDPDualMatDestroy (DSDPDualMat *S) |
Free the matrix structure. | |
int | DSDPDualMatGetSize (DSDPDualMat S, int *n) |
Free the matrix structure. | |
int | DSDPDualMatInitialize (DSDPDualMat *S) |
Set pointers to null. | |
int | DSDPDualMatInverseAdd (DSDPDualMat S, double alpha, DSDPVMat T) |
Add a multiple of the inverse to T. | |
int | DSDPDualMatInverseMultiply (DSDPDualMat S, DSDPIndex IS, SDPConeVec B, SDPConeVec X) |
Multiply the inverse by a vector or solve the system of equations. | |
int | DSDPDualMatInvert (DSDPDualMat S) |
Invert the matrix. | |
int | DSDPDualMatIsFull (DSDPDualMat S, DSDPTruth *full) |
Factor the matrix. | |
int | DSDPDualMatLogDeterminant (DSDPDualMat S, double *logdet) |
Free the matrix structure. | |
int | DSDPDualMatOpsInitialize (struct DSDPDualMat_Ops *sops) |
Set pointers to null. | |
int | DSDPDualMatSetArray (DSDPDualMat S, DSDPVMat T) |
Print the matrix. | |
int | DSDPDualMatSetData (DSDPDualMat *S, struct DSDPDualMat_Ops *ops, void *data) |
Set the opaque pointer and function pointers to the matrix. | |
int | DSDPDualMatView (DSDPDualMat S) |
Print the matrix. | |
Call an implementation of the S matrix operations.
Definition in file dsdpdualmat.c.
int DSDPDualMatCholeskyBackwardMultiply | ( | DSDPDualMat | S, |
SDPConeVec | B, | ||
SDPConeVec | X | ||
) |
Multiply by triangular matrix.
S | dual matrix |
B | in vector |
X | product Assumes Cholesky factorization successful. |
Definition at line 373 of file dsdpdualmat.c.
int DSDPDualMatCholeskyFactor | ( | DSDPDualMat | S, |
DSDPTruth * | psdefinite | ||
) |
Factor the matrix.
S | dual matrix |
psdefinite | true if S is positive definite and factorization successful. |
Definition at line 320 of file dsdpdualmat.c.
Referenced by SDPConeComputeX3().
int DSDPDualMatCholeskyForwardMultiply | ( | DSDPDualMat | S, |
SDPConeVec | B, | ||
SDPConeVec | X | ||
) |
Multiply by triangular matrix.
S | dual matrix |
B | in vector |
X | product Assumes Cholesky factorization successful. |
Definition at line 346 of file dsdpdualmat.c.
int DSDPDualMatCholeskySolveBackward | ( | DSDPDualMat | S, |
SDPConeVec | B, | ||
SDPConeVec | X | ||
) |
Backward triangular solve.
S | dual matrix |
B | Right-hand side of triangular system |
X | Solution to triangular system. Assumes Cholesky factorization successful. |
Definition at line 295 of file dsdpdualmat.c.
int DSDPDualMatCholeskySolveForward | ( | DSDPDualMat | S, |
SDPConeVec | B, | ||
SDPConeVec | X | ||
) |
Forward triangular solve.
S | dual matrix |
B | Right-hand side of triangular system |
X | Solution to triangular system. Assumes Cholesky factorization successful. |
Definition at line 267 of file dsdpdualmat.c.
int DSDPDualMatDestroy | ( | DSDPDualMat * | S | ) |
Free the matrix structure.
S | dual matrix |
Definition at line 65 of file dsdpdualmat.c.
Referenced by DSDPBlockTakeDown().
int DSDPDualMatGetSize | ( | DSDPDualMat | S, |
int * | n | ||
) |
Free the matrix structure.
S | dual matrix |
n | dimension |
Definition at line 87 of file dsdpdualmat.c.
int DSDPDualMatInitialize | ( | DSDPDualMat * | S | ) |
Set pointers to null.
S | dual matrix |
Definition at line 471 of file dsdpdualmat.c.
Referenced by DSDPBlockInitialize().
int DSDPDualMatInverseAdd | ( | DSDPDualMat | S, |
double | alpha, | ||
DSDPVMat | T | ||
) |
Add a multiple of the inverse to T.
S | dual matrix |
alpha | scalar |
T | destination. Assumes matrix already inverted. |
Definition at line 209 of file dsdpdualmat.c.
Referenced by SDPConeComputeRHS(), and SDPConeComputeXX().
int DSDPDualMatInverseMultiply | ( | DSDPDualMat | S, |
DSDPIndex | IS, | ||
SDPConeVec | B, | ||
SDPConeVec | X | ||
) |
Multiply the inverse by a vector or solve the system of equations.
S | dual matrix |
IS | Sparsity pattern of B |
B | Right-hand side of linear system |
X | product, or solution to linear system. Assumes matrix already inverted. |
Definition at line 236 of file dsdpdualmat.c.
Referenced by SDPConeComputeHessian(), SDPConeComputeRHS(), SDPConeComputeXX(), and SDPConeMultiply().
int DSDPDualMatInvert | ( | DSDPDualMat | S | ) |
Invert the matrix.
S | dual matrix Assumes Cholesky factorization was successful. This routine may not actually invert the matrix. It give the matrix the opportunity to invert it. |
Definition at line 186 of file dsdpdualmat.c.
Referenced by SDPConeComputeX3().
int DSDPDualMatIsFull | ( | DSDPDualMat | S, |
DSDPTruth * | full | ||
) |
Factor the matrix.
S | dual matrix |
full | true if S is a dense structure. |
Definition at line 397 of file dsdpdualmat.c.
Referenced by SDPConeComputeX3().
int DSDPDualMatLogDeterminant | ( | DSDPDualMat | S, |
double * | logdet | ||
) |
Free the matrix structure.
S | dual matrix |
logdet | logarithm of the determinant Assumes Cholesky factorization was successful. |
Definition at line 122 of file dsdpdualmat.c.
int DSDPDualMatOpsInitialize | ( | struct DSDPDualMat_Ops * | sops | ) |
Set pointers to null.
sops | function pointers |
Definition at line 423 of file dsdpdualmat.c.
Referenced by DSDPDualMatInitialize().
int DSDPDualMatSetArray | ( | DSDPDualMat | S, |
DSDPVMat | T | ||
) |
Print the matrix.
S | dual matrix |
T | Dense array matrix. |
Definition at line 160 of file dsdpdualmat.c.
Referenced by SDPConeComputeX3().
int DSDPDualMatSetData | ( | DSDPDualMat * | S, |
struct DSDPDualMat_Ops * | ops, | ||
void * | data | ||
) |
Set the opaque pointer and function pointers to the matrix.
S | dual matrix |
ops | pointer to a structure of function pointers |
data | pointer to a matrix structure |
Definition at line 49 of file dsdpdualmat.c.
Referenced by DSDPDualMatDestroy(), and DSDPDualMatInitialize().
int DSDPDualMatView | ( | DSDPDualMat | S | ) |