dsdplanczos.h
Go to the documentation of this file.
#ifndef __TAO_DSDPSTEP_H
#define __TAO_DSDPSTEP_H
#include "sdpconevec.h"
typedef struct {
int lanczosm;
int maxlanczosm;
double *darray; /* For SLOW BUT ROBUST METHOD ONLY */
SDPConeVec *Q; /* Size 2 for FAST, Size lanczosm for SLOW */
SDPConeVec Tv; /* For SLOW BUT ROBUST METHOD ONLY */
double *dwork4n;
int *iwork10n;
int lwork,liwork;
int n;
int type;
} DSDPLanczosStepLength;
#ifdef __cplusplus
extern "C" {
#endif
extern int DSDPLanczosInitialize(DSDPLanczosStepLength*);
extern int DSDPSetMaximumLanczosIterations( DSDPLanczosStepLength *LZ, int);
extern int DSDPFastLanczosSetup(DSDPLanczosStepLength*,SDPConeVec);
extern int DSDPRobustLanczosSetup(DSDPLanczosStepLength*,SDPConeVec);
extern int DSDPLanczosStepSize( DSDPLanczosStepLength*, SDPConeVec, SDPConeVec, DSDPDualMat, DSDPDSMat, double *);
extern int DSDPLanczosDestroy( DSDPLanczosStepLength*);
extern int DSDPLanczosMinXEig( DSDPLanczosStepLength*, DSDPVMat, SDPConeVec, SDPConeVec, double *);
#ifdef __cplusplus
}
#endif
#endif
DSDPFastLanczosSetup
int DSDPFastLanczosSetup(DSDPLanczosStepLength *, SDPConeVec)
Use Lanczos procedure. Assume off tridiagonal entries are zero.
Definition dsdpstep.c:133
DSDPLanczosDestroy
int DSDPLanczosDestroy(DSDPLanczosStepLength *)
Free data structure.
Definition dsdpstep.c:191
DSDPLanczosInitialize
int DSDPLanczosInitialize(DSDPLanczosStepLength *)
Initialize Lanczos structure.
Definition dsdpstep.c:92
DSDPSetMaximumLanczosIterations
int DSDPSetMaximumLanczosIterations(DSDPLanczosStepLength *LZ, int)
Set parameter.
Definition dsdpstep.c:119
DSDPLanczosStepSize
int DSDPLanczosStepSize(DSDPLanczosStepLength *, SDPConeVec, SDPConeVec, DSDPDualMat, DSDPDSMat, double *)
Compute distance to boundary.
Definition dsdpstep.c:247
DSDPRobustLanczosSetup
int DSDPRobustLanczosSetup(DSDPLanczosStepLength *, SDPConeVec)
Use slowerer but more robust method.
Definition dsdpstep.c:163
sdpconevec.h
Each block of the SDPCone has two vectors of appropriate size.
DSDPDSMat_C
Symmetric Delta S matrix for one block in the semidefinite cone.
Definition dsdpdsmat.h:23
DSDPDualMat_C
Represents an S matrix for one block in the semidefinite cone.
Definition dsdpdualmat.h:18
DSDPLanczosStepLength
Apply Lanczos prodedure to find distance to boundary.
Definition dsdplanczos.h:13
DSDPVMat_C
Dense symmetric matrix for one block in the semidefinite cone.
Definition dsdpxmat.h:17
SDPConeVec_C
Vector whose length corresponds to dimension of a block in a cone.
Definition sdpconevec.h:13