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::linalg
	Specific linear algebra routines.

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)

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.

Function Documentation

update_sign_matrix()

template<typename Scalar>

void proxsuite::nlp::linalg::backend::update_sign_matrix	(	SignMatrix &	sign,
		const Scalar &	akk )

Definition at line 19 of file dense.hpp.

ldlt_in_place_unblocked()

template<typename Derived>

bool proxsuite::nlp::linalg::backend::ldlt_in_place_unblocked ( Eigen::MatrixBase< Derived > & a, SignMatrix & sign )

inline

At the end of the execution,

Parameters

a	contains the lower-triangular matrix \(L\) in the LDLT decomposition. More precisely: a stores L -sans its diagonal which is all ones. The diagonal of
a	contains the diagonal matrix \(D\).

Definition at line 45 of file dense.hpp.

dense_ldlt_in_place()

template<typename Derived>

bool proxsuite::nlp::linalg::backend::dense_ldlt_in_place ( Eigen::MatrixBase< Derived > & a, SignMatrix & sign )

inline

A recursive, in-place implementation of the LDLT decomposition. To be applied to dense blocks.

Definition at line 94 of file dense.hpp.

dense_ldlt_solve_in_place()

template<typename MatDerived, typename Rhs>

bool proxsuite::nlp::linalg::backend::dense_ldlt_solve_in_place ( MatDerived & mat, Rhs & b )

inline

Taking the decomposed LDLT matrix

Parameters

mat,solve

the original linear system.

Definition at line 129 of file dense.hpp.

dense_ldlt_reconstruct()

template<typename Scalar>

void proxsuite::nlp::linalg::backend::dense_ldlt_reconstruct ( typename math_types< Scalar >::ConstMatrixRef const & mat, typename math_types< Scalar >::MatrixRef res )

inline

Definition at line 150 of file dense.hpp.