Specific linear algebra routines. More...

Classes
struct	BlockLDLT
	Block sparsity-aware LDLT factorization algorithm. More...

struct	DenseLDLT
	A fast, recursive divide-and-conquer LDLT algorithm. More...

struct	ldlt_base
	Base interface for LDLT solvers. More...

struct	ProxSuiteLDLTWrapper
	Use the LDLT from proxsuite. More...

struct	SymbolicBlockMatrix
	Symbolic representation of the sparsity structure of a (square) block matrix. More...

struct	TriangularBlockMatrix
	Representation for triangular block matrices. More...

Typedefs
using	isize = Eigen::Index

using	usize = std::make_unsigned<isize>::type

Enumerations
enum	BlockKind { Zero , Diag , TriL , TriU , Dense }
	Kind of matrix block: zeros, diagonal, lower/upper triangular or dense. More...

Functions
PROXSUITE_NLP_DLLAPI BlockKind	trans (BlockKind a) noexcept
	BlockKind of the transpose of a matrix.

PROXSUITE_NLP_DLLAPI BlockKind	add (BlockKind a, BlockKind b) noexcept
	BlockKind of the addition of two matrices - given by their BlockKind.

PROXSUITE_NLP_DLLAPI BlockKind	mul (BlockKind a, BlockKind b) noexcept
	BlockKind of the product of two matrices.

PROXSUITE_NLP_DLLAPI void	print_sparsity_pattern (const SymbolicBlockMatrix &smat) noexcept

PROXSUITE_NLP_DLLAPI void	symbolic_deep_copy (const SymbolicBlockMatrix &in, SymbolicBlockMatrix &out, isize const *perm=nullptr) noexcept
	Deep copy of a SymbolicBlockMatrix, possibily with a permutation.

Detailed Description

Specific linear algebra routines.

Block-wise Cholesky and LDLT factorisation routines.

Typedef Documentation

using proxsuite::nlp::linalg::isize = Eigen::Index

Definition at line 18 of file block-kind.hpp.

using proxsuite::nlp::linalg::usize = std::make_unsigned<isize>::type

Definition at line 19 of file block-kind.hpp.

Kind of matrix block: zeros, diagonal, lower/upper triangular or dense.

Enumerator
Zero	All entries in the block are zero.
Diag	The block is diagonal.
TriL	The block is lower-triangular.
TriU	The block is upper-triangular.
Dense	There is no known prior structure; assume a dense block.

Definition at line 22 of file block-kind.hpp.