DSDP
Data Structures | Functions
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. More...
 
int DSDPLanczosDestroy (DSDPLanczosStepLength *)
 Free data structure. More...
 
int DSDPLanczosInitialize (DSDPLanczosStepLength *)
 Initialize Lanczos structure. More...
 
int DSDPLanczosStepSize (DSDPLanczosStepLength *, SDPConeVec, SDPConeVec, DSDPDualMat, DSDPDSMat, double *)
 Compute distance to boundary. More...
 
int DSDPRobustLanczosSetup (DSDPLanczosStepLength *, SDPConeVec)
 Use slowerer but more robust method. More...
 
int DSDPSetMaximumLanczosIterations (DSDPLanczosStepLength *LZ, int)
 Set parameter. More...
 

Detailed Description

Lanczos procedure determines the maximum step length.

Definition in file dsdplanczos.h.

Function Documentation

int DSDPFastLanczosSetup ( DSDPLanczosStepLength LZ,
SDPConeVec  V 
)

Use Lanczos procedure. Assume off tridiagonal entries are zero.

Parameters
LZstructure.
Vwork vector.

Definition at line 133 of file dsdpstep.c.

Referenced by DSDPBlockSetup().

int DSDPLanczosDestroy ( DSDPLanczosStepLength LZ)

Free data structure.

Parameters
LZstructure.

Definition at line 191 of file dsdpstep.c.

Referenced by DSDPBlockTakeDown().

int DSDPLanczosInitialize ( DSDPLanczosStepLength LZ)

Initialize Lanczos structure.

Parameters
LZstructure.

Definition at line 92 of file dsdpstep.c.

Referenced by DSDPBlockInitialize(), and DSDPLanczosDestroy().

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

Compute distance to boundary.

Parameters
LZstructure.
W1work vector
W2work vector
SCurrent point in factored form.
DSStep direction.
maxstepoutput is distance to boundary.

Definition at line 247 of file dsdpstep.c.

int DSDPRobustLanczosSetup ( DSDPLanczosStepLength LZ,
SDPConeVec  V 
)

Use slowerer but more robust method.

Parameters
LZstructure.
Vwork vector.

Definition at line 163 of file dsdpstep.c.

Referenced by DSDPBlockSetup().

int DSDPSetMaximumLanczosIterations ( DSDPLanczosStepLength LZ,
int  maxlanczos 
)

Set parameter.

Parameters
LZstructure.
maxlanczosa parameter.

Definition at line 119 of file dsdpstep.c.

Referenced by DSDPBlockSetup().