DSDP
|
Lanczos procedure determines the maximum step length. More...
Go to the source code of this file.
Functions | |
int | DSDPFastLanczosSetup (DSDPLanczosStepLength *LZ, SDPConeVec V) |
Use Lanczos procedure. Assume off tridiagonal entries are zero. More... | |
int | DSDPLanczosDestroy (DSDPLanczosStepLength *LZ) |
Free data structure. More... | |
int | DSDPLanczosInitialize (DSDPLanczosStepLength *LZ) |
Initialize Lanczos structure. More... | |
int | DSDPLanczosStepSize (DSDPLanczosStepLength *LZ, SDPConeVec W1, SDPConeVec W2, DSDPDualMat S, DSDPDSMat DS, double *maxstep) |
Compute distance to boundary. More... | |
int | DSDPRobustLanczosSetup (DSDPLanczosStepLength *LZ, SDPConeVec V) |
Use slowerer but more robust method. More... | |
int | DSDPSetMaximumLanczosIterations (DSDPLanczosStepLength *LZ, int maxlanczos) |
Set parameter. More... | |
Lanczos procedure determines the maximum step length.
Definition in file dsdpstep.c.
int DSDPFastLanczosSetup | ( | DSDPLanczosStepLength * | LZ, |
SDPConeVec | V | ||
) |
Use Lanczos procedure. Assume off tridiagonal entries are zero.
LZ | structure. |
V | work vector. |
Definition at line 133 of file dsdpstep.c.
Referenced by DSDPBlockSetup().
int DSDPLanczosDestroy | ( | DSDPLanczosStepLength * | LZ | ) |
Free data structure.
LZ | structure. |
Definition at line 191 of file dsdpstep.c.
Referenced by DSDPBlockTakeDown().
int DSDPLanczosInitialize | ( | DSDPLanczosStepLength * | LZ | ) |
Initialize Lanczos structure.
LZ | structure. |
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.
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.
int DSDPRobustLanczosSetup | ( | DSDPLanczosStepLength * | LZ, |
SDPConeVec | V | ||
) |
Use slowerer but more robust method.
LZ | structure. |
V | work vector. |
Definition at line 163 of file dsdpstep.c.
Referenced by DSDPBlockSetup().
int DSDPSetMaximumLanczosIterations | ( | DSDPLanczosStepLength * | LZ, |
int | maxlanczos | ||
) |
Set parameter.
LZ | structure. |
maxlanczos | a parameter. |
Definition at line 119 of file dsdpstep.c.
Referenced by DSDPBlockSetup().