proxsuite::nlp::linalg Namespace Reference

Specific linear algebra routines. More...

Namespaces
namespace	backend

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

isize

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

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

usize

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

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

Enumeration Type Documentation

BlockKind

enum proxsuite::nlp::linalg::BlockKind

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.

Function Documentation

trans()

PROXSUITE_NLP_DLLAPI BlockKind proxsuite::nlp::linalg::trans ( BlockKind a )

noexcept

BlockKind of the transpose of a matrix.

add()

PROXSUITE_NLP_DLLAPI BlockKind proxsuite::nlp::linalg::add ( BlockKind a, BlockKind b )

noexcept

BlockKind of the addition of two matrices - given by their BlockKind.

mul()

PROXSUITE_NLP_DLLAPI BlockKind proxsuite::nlp::linalg::mul ( BlockKind a, BlockKind b )

noexcept

BlockKind of the product of two matrices.

print_sparsity_pattern()

PROXSUITE_NLP_DLLAPI void proxsuite::nlp::linalg::print_sparsity_pattern ( const SymbolicBlockMatrix & smat )

noexcept

symbolic_deep_copy()

PROXSUITE_NLP_DLLAPI void proxsuite::nlp::linalg::symbolic_deep_copy ( const SymbolicBlockMatrix & in, SymbolicBlockMatrix & out, isize const * perm = nullptr )

noexcept

Deep copy of a SymbolicBlockMatrix, possibily with a permutation.