proxsuite::nlp::linalg::backend Namespace Reference

Classes
struct	block_impl
	Implementation struct for the recursive block LDLT algorithm. More...
struct	block_triangular_subsolve_impl
struct	GemmT
struct	GemmT< Scalar, Dense, Dense >
struct	GemmT< Scalar, Dense, Diag >
struct	GemmT< Scalar, Dense, TriL >
struct	GemmT< Scalar, Dense, TriU >
struct	GemmT< Scalar, Diag, Dense >
struct	GemmT< Scalar, Diag, Diag >
struct	GemmT< Scalar, Diag, TriL >
struct	GemmT< Scalar, Diag, TriU >
struct	GemmT< Scalar, TriL, Dense >
struct	GemmT< Scalar, TriL, Diag >
struct	GemmT< Scalar, TriL, TriL >
struct	GemmT< Scalar, TriL, TriU >
struct	GemmT< Scalar, TriU, Dense >
struct	GemmT< Scalar, TriU, Diag >
struct	GemmT< Scalar, TriU, TriL >
struct	GemmT< Scalar, TriU, TriU >

Functions
template<typename Scalar >
void	update_sign_matrix (SignMatrix &sign, const Scalar &akk)
template<typename Derived >
bool	ldlt_in_place_unblocked (Eigen::MatrixBase< Derived > &a, SignMatrix &sign)
template<typename Derived >
bool	dense_ldlt_in_place (Eigen::MatrixBase< Derived > &a, SignMatrix &sign)
template<typename MatDerived , typename Rhs >
bool	dense_ldlt_solve_in_place (MatDerived &mat, Rhs &b)
template<typename Scalar >
void	dense_ldlt_reconstruct (typename math_types< Scalar >::ConstMatrixRef const &mat, typename math_types< Scalar >::MatrixRef res)
template<typename Scalar , typename DstDerived , typename LhsDerived , typename RhsDerived >
void	gemmt (Eigen::MatrixBase< DstDerived > &dst, Eigen::MatrixBase< LhsDerived > const &lhs, Eigen::MatrixBase< RhsDerived > const &rhs, BlockKind lhs_kind, BlockKind rhs_kind, Scalar alpha)

Variables
static constexpr isize	UNBLK_THRESHOLD = 128

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.

gemmt()

template<typename Scalar , typename DstDerived , typename LhsDerived , typename RhsDerived >

void proxsuite::nlp::linalg::backend::gemmt ( Eigen::MatrixBase< DstDerived > & dst, Eigen::MatrixBase< LhsDerived > const & lhs, Eigen::MatrixBase< RhsDerived > const & rhs, BlockKind lhs_kind, BlockKind rhs_kind, Scalar alpha )

inline

Definition at line 211 of file gemmt.hpp.

Variable Documentation

UNBLK_THRESHOLD

isize proxsuite::nlp::linalg::backend::UNBLK_THRESHOLD = 128

staticconstexpr

Definition at line 89 of file dense.hpp.