dsdpdualmat.h File Reference

The interface between the SDPCone and the matrix S. More...

Go to the source code of this file.

Data Structures
struct	DSDPDualMat_C
	Represents an S matrix for one block in the semidefinite cone. More...

Typedefs
typedef struct DSDPDualMat_C	DSDPDualMat
	Represents an S matrix for one block in the semidefinite cone.

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

Detailed Description

The interface between the SDPCone and the matrix S.

Definition in file dsdpdualmat.h.

Typedef Documentation

DSDPDualMat

struct DSDPDualMat_C DSDPDualMat

Represents an S matrix for one block in the semidefinite cone.

Definition at line 27 of file dsdpdualmat.h.

Function Documentation

DSDPDualMatCholeskyBackwardMultiply()

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

extern

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.

DSDPDualMatCholeskyFactor()

int DSDPDualMatCholeskyFactor ( DSDPDualMat  S, DSDPTruth *  psdefinite  )

extern

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().

DSDPDualMatCholeskyForwardMultiply()

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

extern

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.

DSDPDualMatCholeskySolveBackward()

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

extern

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.

DSDPDualMatCholeskySolveForward()

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

extern

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.

DSDPDualMatDestroy()

int DSDPDualMatDestroy ( DSDPDualMat *  S )

extern

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  )

extern

Free the matrix structure.

Parameters

S	dual matrix
n	dimension

Definition at line 87 of file dsdpdualmat.c.

DSDPDualMatInitialize()

int DSDPDualMatInitialize ( DSDPDualMat *  S )

extern

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  )

extern

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  )

extern

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 )

extern

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  )

extern

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  )

extern

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.

DSDPDualMatSetArray()

int DSDPDualMatSetArray ( DSDPDualMat  S, DSDPVMat  T  )

extern

Print the matrix.

Parameters

S	dual matrix
T	Dense array matrix.

Definition at line 160 of file dsdpdualmat.c.

Referenced by SDPConeComputeX3().

DSDPDualMatSetData()

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

extern

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 )

extern

Print the matrix.

Parameters

S	dual matrix

Definition at line 140 of file dsdpdualmat.c.