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hub / github.com/andeya/algorithm / kktLdl

Function kktLdl

cvx/kkt.go:48–123  ·  view source on GitHub ↗

Solution of KKT equations by a dense LDL factorization of the 3 x 3 system. Returns a function that (1) computes the LDL factorization of [ H A' GG'*W^{-1} ] [ A 0 0 ], [ W^{-T}*GG 0 -I ] given H, Df, W, where GG = [Df; G], and (2) returns a function

(G *matrix.FloatMatrix, dims *sets.DimensionSet, A *matrix.FloatMatrix, mnl int)

Source from the content-addressed store, hash-verified

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Callers

nothing calls this directly

Calls 13

scaleFunction · 0.85
packFunction · 0.85
setDiagonalFunction · 0.85
unpackFunction · 0.85
SumPackedMethod · 0.80
SetSubMatrixMethod · 0.80
SizeMethod · 0.65
RowsMethod · 0.65
CopyMethod · 0.65
AtMethod · 0.45
SumMethod · 0.45
SetIndexesFromArrayMethod · 0.45

Tested by

no test coverage detected