dsdplanczos.h File Reference

Lanczos procedure determines the maximum step length. More...

Go to the source code of this file.

Data Structures
struct	DSDPLanczosStepLength
	Apply Lanczos prodedure to find distance to boundary. More...

Functions
int	DSDPFastLanczosSetup (DSDPLanczosStepLength *, SDPConeVec)
	Use Lanczos procedure. Assume off tridiagonal entries are zero.
int	DSDPLanczosDestroy (DSDPLanczosStepLength *)
	Free data structure.
int	DSDPLanczosInitialize (DSDPLanczosStepLength *)
	Initialize Lanczos structure.
int	DSDPLanczosStepSize (DSDPLanczosStepLength *, SDPConeVec, SDPConeVec, DSDPDualMat, DSDPDSMat, double *)
	Compute distance to boundary.
int	DSDPRobustLanczosSetup (DSDPLanczosStepLength *, SDPConeVec)
	Use slowerer but more robust method.
int	DSDPSetMaximumLanczosIterations (DSDPLanczosStepLength *LZ, int)
	Set parameter.

Detailed Description

Lanczos procedure determines the maximum step length.

Definition in file dsdplanczos.h.

Function Documentation

DSDPFastLanczosSetup()

int DSDPFastLanczosSetup ( DSDPLanczosStepLength *  LZ, SDPConeVec  V  )

extern

Use Lanczos procedure. Assume off tridiagonal entries are zero.

Parameters

LZ	structure.
V	work vector.

Definition at line 133 of file dsdpstep.c.

Referenced by DSDPBlockSetup().

DSDPLanczosDestroy()

int DSDPLanczosDestroy ( DSDPLanczosStepLength *  LZ )

extern

Free data structure.

Parameters

LZ	structure.

Definition at line 191 of file dsdpstep.c.

Referenced by DSDPBlockTakeDown().

DSDPLanczosInitialize()

int DSDPLanczosInitialize ( DSDPLanczosStepLength *  LZ )

extern

Initialize Lanczos structure.

Parameters

LZ	structure.

Definition at line 92 of file dsdpstep.c.

Referenced by DSDPBlockInitialize(), and DSDPLanczosDestroy().

DSDPLanczosStepSize()

int DSDPLanczosStepSize ( DSDPLanczosStepLength *  LZ, SDPConeVec  W1, SDPConeVec  W2, DSDPDualMat  S, DSDPDSMat  DS, double *  maxstep  )

extern

Compute distance to boundary.

Parameters

LZ	structure.
W1	work vector
W2	work vector
S	Current point in factored form.
DS	Step direction.
maxstep	output is distance to boundary.

Definition at line 247 of file dsdpstep.c.

DSDPRobustLanczosSetup()

int DSDPRobustLanczosSetup ( DSDPLanczosStepLength *  LZ, SDPConeVec  V  )

extern

Use slowerer but more robust method.

Parameters

LZ	structure.
V	work vector.

Definition at line 163 of file dsdpstep.c.

Referenced by DSDPBlockSetup().

DSDPSetMaximumLanczosIterations()

int DSDPSetMaximumLanczosIterations ( DSDPLanczosStepLength *  LZ, int  maxlanczos  )

extern

Set parameter.

Parameters

LZ	structure.
maxlanczos	a parameter.

Definition at line 119 of file dsdpstep.c.

Referenced by DSDPBlockSetup().