DSDP
dsdpstep.c File Reference

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.
 
int DSDPLanczosDestroy (DSDPLanczosStepLength *LZ)
 Free data structure.
 
int DSDPLanczosInitialize (DSDPLanczosStepLength *LZ)
 Initialize Lanczos structure.
 
int DSDPLanczosStepSize (DSDPLanczosStepLength *LZ, SDPConeVec W1, SDPConeVec W2, DSDPDualMat S, DSDPDSMat DS, double *maxstep)
 Compute distance to boundary.
 
int DSDPRobustLanczosSetup (DSDPLanczosStepLength *LZ, SDPConeVec V)
 Use slowerer but more robust method.
 
int DSDPSetMaximumLanczosIterations (DSDPLanczosStepLength *LZ, int maxlanczos)
 Set parameter.
 

Detailed Description

Lanczos procedure determines the maximum step length.

Definition in file dsdpstep.c.

Function Documentation

◆ DSDPFastLanczosSetup()

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().

◆ DSDPLanczosDestroy()

int DSDPLanczosDestroy ( DSDPLanczosStepLength * LZ)

Free data structure.

Parameters
LZstructure.

Definition at line 191 of file dsdpstep.c.

Referenced by DSDPBlockTakeDown().

◆ DSDPLanczosInitialize()

int DSDPLanczosInitialize ( DSDPLanczosStepLength * LZ)

Initialize Lanczos structure.

Parameters
LZstructure.

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 )

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.

◆ DSDPRobustLanczosSetup()

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().

◆ DSDPSetMaximumLanczosIterations()

int DSDPSetMaximumLanczosIterations ( DSDPLanczosStepLength * LZ,
int maxlanczos )

Set parameter.

Parameters
LZstructure.
maxlanczosa parameter.

Definition at line 119 of file dsdpstep.c.

Referenced by DSDPBlockSetup().