dense.hpp File Reference

Routines for Cholesky factorization. More...

#include "proxsuite-nlp/linalg/ldlt-base.hpp"

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Classes
struct	proxsuite::nlp::linalg::DenseLDLT< _Scalar >
	A fast, recursive divide-and-conquer LDLT algorithm. More...

Namespaces
namespace	proxsuite
	Main package namespace.
namespace	proxsuite::nlp
namespace	proxsuite::nlp::linalg
	Specific linear algebra routines.
namespace	proxsuite::nlp::linalg::backend

Functions
template<typename Scalar >
void	proxsuite::nlp::linalg::backend::update_sign_matrix (SignMatrix &sign, const Scalar &akk)
template<typename Derived >
bool	proxsuite::nlp::linalg::backend::ldlt_in_place_unblocked (Eigen::MatrixBase< Derived > &a, SignMatrix &sign)
template<typename Derived >
bool	proxsuite::nlp::linalg::backend::dense_ldlt_in_place (Eigen::MatrixBase< Derived > &a, SignMatrix &sign)
template<typename MatDerived , typename Rhs >
bool	proxsuite::nlp::linalg::backend::dense_ldlt_solve_in_place (MatDerived &mat, Rhs &b)
template<typename Scalar >
void	proxsuite::nlp::linalg::backend::dense_ldlt_reconstruct (typename math_types< Scalar >::ConstMatrixRef const &mat, typename math_types< Scalar >::MatrixRef res)

Variables
static constexpr isize	proxsuite::nlp::linalg::backend::UNBLK_THRESHOLD = 128

Detailed Description

Routines for Cholesky factorization.

Author

Sarah El-Kazdadi

Wilson Jallet

Copyright

Copyright (C) 2022-2023 LAAS-CNRS, INRIA

Definition in file dense.hpp.