dsdpdualmat.c File Reference

Call an implementation of the S matrix operations. More...

Go to the source code of this file.

Functions
int	DSDPDualMatCholeskyBackwardMultiply (DSDPDualMat S, SDPConeVec B, SDPConeVec X)
	Multiply by triangular matrix. More...
int	DSDPDualMatCholeskyFactor (DSDPDualMat S, DSDPTruth *psdefinite)
	Factor the matrix. More...
int	DSDPDualMatCholeskyForwardMultiply (DSDPDualMat S, SDPConeVec B, SDPConeVec X)
	Multiply by triangular matrix. More...
int	DSDPDualMatCholeskySolveBackward (DSDPDualMat S, SDPConeVec B, SDPConeVec X)
	Backward triangular solve. More...
int	DSDPDualMatCholeskySolveForward (DSDPDualMat S, SDPConeVec B, SDPConeVec X)
	Forward triangular solve. More...
int	DSDPDualMatDestroy (DSDPDualMat *S)
	Free the matrix structure. More...
int	DSDPDualMatGetSize (DSDPDualMat S, int *n)
	Free the matrix structure. More...
int	DSDPDualMatInitialize (DSDPDualMat *S)
	Set pointers to null. More...
int	DSDPDualMatInverseAdd (DSDPDualMat S, double alpha, DSDPVMat T)
	Add a multiple of the inverse to T. More...
int	DSDPDualMatInverseMultiply (DSDPDualMat S, DSDPIndex IS, SDPConeVec B, SDPConeVec X)
	Multiply the inverse by a vector or solve the system of equations. More...
int	DSDPDualMatInvert (DSDPDualMat S)
	Invert the matrix. More...
int	DSDPDualMatIsFull (DSDPDualMat S, DSDPTruth *full)
	Factor the matrix. More...
int	DSDPDualMatLogDeterminant (DSDPDualMat S, double *logdet)
	Free the matrix structure. More...
int	DSDPDualMatOpsInitialize (struct DSDPDualMat_Ops *sops)
	Set pointers to null. More...
int	DSDPDualMatSetArray (DSDPDualMat S, DSDPVMat T)
	Print the matrix. More...
int	DSDPDualMatSetData (DSDPDualMat *S, struct DSDPDualMat_Ops *ops, void *data)
	Set the opaque pointer and function pointers to the matrix. More...
int	DSDPDualMatView (DSDPDualMat S)
	Print the matrix. More...

Detailed Description

Call an implementation of the S matrix operations.

Definition in file dsdpdualmat.c.

Function Documentation

DSDPDualMatCholeskyBackwardMultiply()

int DSDPDualMatCholeskyBackwardMultiply	(	DSDPDualMat	S,
		SDPConeVec	B,
		SDPConeVec	X
	)

Multiply by triangular matrix.

Parameters

S	dual matrix
B	in vector
X	product Assumes Cholesky factorization successful.

Definition at line 373 of file dsdpdualmat.c.

Referenced by SDPConeXVMultiply().

DSDPDualMatCholeskyFactor()

int DSDPDualMatCholeskyFactor	(	DSDPDualMat	S,
		DSDPTruth *	psdefinite
	)

Factor the matrix.

Parameters

S	dual matrix
psdefinite	true if S is positive definite and factorization successful.

Definition at line 320 of file dsdpdualmat.c.

Referenced by SDPConeComputeX3(), and SDPConeComputeXV().

DSDPDualMatCholeskyForwardMultiply()

int DSDPDualMatCholeskyForwardMultiply	(	DSDPDualMat	S,
		SDPConeVec	B,
		SDPConeVec	X
	)

Multiply by triangular matrix.

Parameters

S	dual matrix
B	in vector
X	product Assumes Cholesky factorization successful.

Definition at line 346 of file dsdpdualmat.c.

Referenced by SDPConeXVMultiply().

DSDPDualMatCholeskySolveBackward()

int DSDPDualMatCholeskySolveBackward	(	DSDPDualMat	S,
		SDPConeVec	B,
		SDPConeVec	X
	)

Backward triangular solve.

Parameters

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.

Referenced by SDPConeXVMultiply().

DSDPDualMatCholeskySolveForward()

int DSDPDualMatCholeskySolveForward	(	DSDPDualMat	S,
		SDPConeVec	B,
		SDPConeVec	X
	)

Forward triangular solve.

Parameters

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.

Referenced by SDPConeXVMultiply().

DSDPDualMatDestroy()

int DSDPDualMatDestroy

(

DSDPDualMat *

S

)

Free the matrix structure.

Parameters

S	dual matrix

Definition at line 65 of file dsdpdualmat.c.

Referenced by DSDPBlockTakeDown().

DSDPDualMatGetSize()

int DSDPDualMatGetSize	(	DSDPDualMat	S,
		int *	n
	)

Free the matrix structure.

Parameters

S	dual matrix
n	dimension

Definition at line 87 of file dsdpdualmat.c.

DSDPDualMatInitialize()

int DSDPDualMatInitialize

(

DSDPDualMat *

S

)

Set pointers to null.

Parameters

S	dual matrix

Definition at line 471 of file dsdpdualmat.c.

Referenced by DSDPBlockInitialize().

DSDPDualMatInverseAdd()

int DSDPDualMatInverseAdd	(	DSDPDualMat	S,
		double	alpha,
		DSDPVMat	T
	)

Add a multiple of the inverse to T.

Parameters

S	dual matrix
alpha	scalar
T	destination. Assumes matrix already inverted.

Definition at line 209 of file dsdpdualmat.c.

Referenced by SDPConeComputeRHS(), and SDPConeComputeXX().

DSDPDualMatInverseMultiply()

int DSDPDualMatInverseMultiply	(	DSDPDualMat	S,
		DSDPIndex	IS,
		SDPConeVec	B,
		SDPConeVec	X
	)

Multiply the inverse by a vector or solve the system of equations.

Parameters

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().

DSDPDualMatInvert()

int DSDPDualMatInvert

(

DSDPDualMat

S

)

Invert the matrix.

Parameters

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().

DSDPDualMatIsFull()

int DSDPDualMatIsFull	(	DSDPDualMat	S,
		DSDPTruth *	full
	)

Factor the matrix.

Parameters

S	dual matrix
full	true if S is a dense structure.

Definition at line 397 of file dsdpdualmat.c.

Referenced by SDPConeComputeX3().

DSDPDualMatLogDeterminant()

int DSDPDualMatLogDeterminant	(	DSDPDualMat	S,
		double *	logdet
	)

Free the matrix structure.

Parameters

S	dual matrix
logdet	logarithm of the determinant Assumes Cholesky factorization was successful.

Definition at line 122 of file dsdpdualmat.c.

DSDPDualMatOpsInitialize()

int DSDPDualMatOpsInitialize

(

struct DSDPDualMat_Ops *

sops

)

Set pointers to null.

Parameters

sops	function pointers

Definition at line 423 of file dsdpdualmat.c.

Referenced by DSDPDualMatInitialize().

DSDPDualMatSetArray()

int DSDPDualMatSetArray	(	DSDPDualMat	S,
		DSDPVMat	T
	)

Print the matrix.

Parameters

S	dual matrix
T	Dense array matrix.

Definition at line 160 of file dsdpdualmat.c.

Referenced by SDPConeComputeX3(), and SDPConeComputeXV().

DSDPDualMatSetData()

int DSDPDualMatSetData	(	DSDPDualMat *	S,
		struct DSDPDualMat_Ops *	ops,
		void *	data
	)

Set the opaque pointer and function pointers to the matrix.

Parameters

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().

DSDPDualMatView()

int DSDPDualMatView

(

DSDPDualMat

S

)

Print the matrix.

Parameters

S	dual matrix

Definition at line 140 of file dsdpdualmat.c.