dsdpschurmat.c File Reference

Solve the Schur matrix for a step direction. More...

Go to the source code of this file.

Functions
int	DSDPSchurMatAssemble (DSDPSchurMat M)
	Final assembly of M. More...
int	DSDPSchurMatDestroy (DSDPSchurMat *M)
	Free the memory in the data structure. More...
int	DSDPSchurMatFactor (DSDPSchurMat M, DSDPTruth *successful)
	Factor M. More...
int	DSDPSchurMatInitialize (DSDPSchurMat *M)
	Initialize pointers to null. More...
int	DSDPSchurMatInParallel (DSDPSchurMat M, DSDPTruth *flag)
	Determine whether M is computed in parallel. More...
int	DSDPSchurMatMultiply (DSDPSchurMat M, DSDPVec x, DSDPVec y)
	Multiply M by a vector. y = M x. More...
int	DSDPSchurMatOpsInitialize (struct DSDPSchurMat_Ops *dops)
	Initialize function pointers to 0. More...
int	DSDPSchurMatReducePVec (DSDPSchurMat M, DSDPVec x)
	Collect elements of the vector. More...
int	DSDPSchurMatRowScaling (DSDPSchurMat M, DSDPVec D)
	Identify which rows on on this processor. More...
int	DSDPSchurMatSetData (DSDPSchurMat *M, struct DSDPSchurMat_Ops *ops, void *data)
	Set the Schur matrix with an opaque pointer and structure of function pointers. More...
int	DSDPSchurMatSetR (DSDPSchurMat M, double rr)
	Set up the data structure. More...
int	DSDPSchurMatSetup (DSDPSchurMat M, DSDPVec Y)
	Set up the data structure. More...
int	DSDPSchurMatShiftDiagonal (DSDPSchurMat M, double dd)
	Add a scalar to each diagonal element of the matrix. More...
int	DSDPSchurMatSolve (DSDPSchurMat M, DSDPVec b, DSDPVec x)
	Solve the linear system. More...
int	DSDPSchurMatView (DSDPSchurMat M)
	Print the matrix. More...
int	DSDPSchurMatZeroEntries (DSDPSchurMat M)
	Zero all element in the matrix. More...
int	DSDPSetFixedVariable (DSDP dsdp, int vari, double val)
	Fix variable y to exact value. More...
int	DSDPSetFixedVariables (DSDP dsdp, double vars[], double vals[], double xout[], int nvars)
	Fix variable y to exact values. More...
int	DSDPSparsityInSchurMat (DSDP dsdp, int row, int rnnz[], int mm)
	Identify nonzero elements in a row of the Schur complement. More...

Detailed Description

Solve the Schur matrix for a step direction.

Definition in file dsdpschurmat.c.

Function Documentation

DSDPSchurMatAssemble()

int DSDPSchurMatAssemble

(

DSDPSchurMat

M

)

Final assembly of M.

Parameters

M

matrix

Important in parallel implementation.

Definition at line 174 of file dsdpschurmat.c.

Referenced by DSDPComputeHessian().

DSDPSchurMatDestroy()

int DSDPSchurMatDestroy

(

DSDPSchurMat *

M

)

Free the memory in the data structure.

Parameters

M

matrix

Definition at line 414 of file dsdpschurmat.c.

Referenced by DSDPTakeDown().

DSDPSchurMatFactor()

int DSDPSchurMatFactor	(	DSDPSchurMat	M,
		DSDPTruth *	successful
	)

Factor M.

Parameters

M	matrix
successful	false if factorization failed.

Definition at line 196 of file dsdpschurmat.c.

Referenced by DSDPComputeDualStepDirections().

DSDPSchurMatInitialize()

int DSDPSchurMatInitialize

(

DSDPSchurMat *

M

)

Initialize pointers to null.

Parameters

M	Schur matrix object

Definition at line 79 of file dsdpschurmat.c.

Referenced by DSDPCreate().

DSDPSchurMatInParallel()

int DSDPSchurMatInParallel	(	DSDPSchurMat	M,
		DSDPTruth *	flag
	)

Determine whether M is computed in parallel.

Parameters

M	matrix
flag	true or false

Important in parallel implementation.

Definition at line 149 of file dsdpschurmat.c.

Referenced by DSDPSchurMatDiagonalScaling(), DSDPSchurMatReducePVec(), and DSDPSchurMatVariableCompute().

DSDPSchurMatMultiply()

int DSDPSchurMatMultiply	(	DSDPSchurMat	M,
		DSDPVec	x,
		DSDPVec	y
	)

Multiply M by a vector. y = M x.

Parameters

M	matrix
x	in vector.
y	product.

Definition at line 231 of file dsdpschurmat.c.

DSDPSchurMatOpsInitialize()

int DSDPSchurMatOpsInitialize

(

struct DSDPSchurMat_Ops *

dops

)

Initialize function pointers to 0.

Parameters

dops	address of a structure of function pointers.

Definition at line 44 of file dsdpschurmat.c.

Referenced by DSDPSchurMatDestroy(), and DSDPSchurMatInitialize().

DSDPSchurMatReducePVec()

int DSDPSchurMatReducePVec	(	DSDPSchurMat	M,
		DSDPVec	x
	)

Collect elements of the vector.

Parameters

M	matrix
x	vector.

Important in parallel implementation. Otherwise does nothing.

Definition at line 307 of file dsdpschurmat.c.

Referenced by DSDPComputeG(), DSDPComputeHessian(), and DSDPHessianMultiplyAdd().

DSDPSchurMatRowScaling()

int DSDPSchurMatRowScaling	(	DSDPSchurMat	M,
		DSDPVec	D
	)

Identify which rows on on this processor.

Parameters

M	matrix
D	Variables marked with 0 or 1.

Definition at line 399 of file dsdpschurmat.c.

Referenced by DSDPComputeG(), and DSDPHessianMultiplyAdd().

DSDPSchurMatSetData()

int DSDPSchurMatSetData	(	DSDPSchurMat *	M,
		struct DSDPSchurMat_Ops *	ops,
		void *	data
	)

Set the Schur matrix with an opaque pointer and structure of function pointers.

Parameters

M	Schur matrix object
ops	address of a structure of function pointers.
data	opaque pointer to its internal data structure.

Definition at line 28 of file dsdpschurmat.c.

Referenced by DSDPSchurMatDestroy(), DSDPSchurMatInitialize(), and DSDPSetSchurMatOps().

DSDPSchurMatSetR()

int DSDPSchurMatSetR	(	DSDPSchurMat	M,
		double	rr
	)

Set up the data structure.

Parameters

M	matrix
rr	residual

Definition at line 338 of file dsdpschurmat.c.

Referenced by DSDPComputeG(), DSDPComputeHessian(), and DSDPComputeNewY().

DSDPSchurMatSetup()

int DSDPSchurMatSetup	(	DSDPSchurMat	M,
		DSDPVec	Y
	)

Set up the data structure.

Parameters

M	matrix
Y	variable vector.

Definition at line 352 of file dsdpschurmat.c.

Referenced by DSDPSetup().

DSDPSchurMatShiftDiagonal()

int DSDPSchurMatShiftDiagonal	(	DSDPSchurMat	M,
		double	dd
	)

Add a scalar to each diagonal element of the matrix.

Parameters

M	matrix
dd	diagonal shift

Definition at line 120 of file dsdpschurmat.c.

Referenced by DSDPComputeDualStepDirections().

DSDPSchurMatSolve()

int DSDPSchurMatSolve	(	DSDPSchurMat	M,
		DSDPVec	b,
		DSDPVec	x
	)

Solve the linear system.

Parameters

M	matrix
b	the right-hand side
x	solution

Definition at line 466 of file dsdpschurmat.c.

Referenced by DSDPCGSolve().

DSDPSchurMatView()

int DSDPSchurMatView

(

DSDPSchurMat

M

)

Print the matrix.

Parameters

M

matrix

Definition at line 376 of file dsdpschurmat.c.

Referenced by DSDPComputeDualStepDirections().

DSDPSchurMatZeroEntries()

int DSDPSchurMatZeroEntries

(

DSDPSchurMat

M

)

Zero all element in the matrix.

Parameters

M

matrix

Definition at line 97 of file dsdpschurmat.c.

Referenced by DSDPComputeHessian().

DSDPSparsityInSchurMat()

int DSDPSparsityInSchurMat	(	DSDP	dsdp,
		int	row,
		int	rnnz[],
		int	mm
	)

Identify nonzero elements in a row of the Schur complement.

Parameters

dsdp	solver
row	corresponding to variable y.
rnnz	array to be marked nonzero if nonzero.
mm	dimension of M matrix

Definition at line 649 of file dsdpschurmat.c.