/usr/include/sdpa_linear.h is in libsdpa-dev 7.3.11+dfsg-1ubuntu1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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This file is a component of SDPA
Copyright (C) 2004-2017 SDPA Project
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation; either version 2 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
------------------------------------------------------------- */
#ifndef __sdpa_linear_h__
#define __sdpa_linear_h__
#include "sdpa_struct.h"
namespace sdpa {
class Lal
{
public:
// calculate the minimum eigenvalue of lMat*xMat*(lMat^T)
// by Lanczos metnod
static double getMinEigen(DenseMatrix& lMat, DenseMatrix& xMat,
DenseMatrix& Q,
Vector& out, Vector& b, Vector& r,
Vector& q, Vector& qold,
Vector& w, Vector& tmp,
Vector& diagVec, Vector& diagVec2,
Vector& workVec);
// caluculate all eigenvalues of aMat by QR method
static double getMinEigenValue(DenseMatrix& aMat,
Vector& eigenVec,
Vector& workVec);
static double getOneNorm(Vector& b);
static double getOneNorm(SparseMatrix& C);
static double getOneNorm(SparseLinearSpace& C);
static double getTwoNorm(Vector& b);
static double getTwoNorm(DenseMatrix& X);
static double getTwoNorm(DenseLinearSpace& X);
static bool getInnerProduct(double& ret,
Vector& aVec, Vector& bVec);
static bool getInnerProduct(double& ret,
BlockVector& aVec,
BlockVector& bVec);
static bool getInnerProduct(double& ret,
DenseMatrix& aMat,
DenseMatrix& bMat);
static bool getInnerProduct(double& ret,
SparseMatrix& aMat,
DenseMatrix& bMat);
static bool getCholesky(DenseMatrix& retMat, DenseMatrix& aMat);
// nakata 2004/12/01
// diagonal part of Cholesky matrix is set these inverse.
static bool getCholesky(SparseMatrix& aMat, int* diagonalIndex);
static bool getInvLowTriangularMatrix(DenseMatrix& retMat,
DenseMatrix& aMat);
static bool getSymmetrize(DenseMatrix& aMat);
static bool getTranspose(DenseMatrix& retMat,
DenseMatrix& aMat);
static int rdpotf2_(char*uplo, int *n, double *a, int *lda, int *info);
static int rdpotrf_(char *uplo, int *n, double *a, int *lda, int *info);
static bool choleskyFactorWithAdjust(DenseMatrix& aMat);
static bool solveSystems(Vector& xVec,
DenseMatrix& aMat, Vector& bVec);
// solve aMat * xVec = bVec
// aMat must be Cholesky Factorized.
// nakata 2004/12/01
static bool solveSystems(Vector& xVec,
SparseMatrix& aMat, Vector& bVec);
// solve aMat * xVec = bVec
// aMat must be Cholesky Factorized.
static bool getSymmetrize(DenseLinearSpace& aMat);
static bool getTranspose(DenseLinearSpace& retMat,
DenseLinearSpace& aMat);
static bool multiply(DenseMatrix& retMat,
DenseMatrix& aMat, DenseMatrix& bMat,
double* scalar = NULL);
static bool multiply(DenseMatrix& retMat,
SparseMatrix& aMat, DenseMatrix& bMat,
double* scalar = NULL);
static bool multiply(DenseMatrix& retMat,
DenseMatrix& aMat, SparseMatrix& bMat,
double* scalar = NULL);
static bool multiply(DenseMatrix& retMat,
DenseMatrix& aMat, double* scalar = NULL);
static bool multiply(Vector& retVec,
Vector& aVec, double* scalar = NULL);
static bool multiply(BlockVector& retVec,
BlockVector& aVec,
double* scalar = NULL);
static bool multiply(Vector& retVec,
DenseMatrix& aMat, Vector& bVec,
double* scalar = NULL);
// ret = aMat**T * bMat
static bool tran_multiply(DenseMatrix& retMat,
DenseMatrix& aMat, DenseMatrix& bMat,
double* scalar = NULL);
// ret = aMat * bMat**T
static bool multiply_tran(DenseMatrix& retMat,
DenseMatrix& aMat, DenseMatrix& bMat,
double* scalar = NULL);
// ret = a + (*scalar)*b
static bool plus(Vector& retVec, Vector& aVec,
Vector& bVec, double* scalar = NULL);
static bool plus(DenseMatrix& retMat,
DenseMatrix& aMat, DenseMatrix& bMat,
double* scalar = NULL);
static bool plus(DenseMatrix& retMat,
SparseMatrix& aMat, DenseMatrix& bMat,
double* scalar = NULL);
static bool plus(DenseMatrix& retMat,
DenseMatrix& aMat, SparseMatrix& bMat,
double* scalar = NULL);
static bool plus(BlockVector& retVec,
BlockVector& aVec,
BlockVector& bVec, double* scalar = NULL);
// ret = a '*' (*scalar)
static bool let(Vector& retVec, const char eq,
Vector& aVec, const char op,
double* scalar = NULL);
// ret = a '*' (*scalar)
static bool let(BlockVector& retVec, const char eq,
BlockVector& aVec, const char op,
double* scalar = NULL);
// ret = a '*' (*scalar)
static bool let(DenseMatrix& retMat, const char eq,
DenseMatrix& aMat, const char op,
double* scalar = NULL);
// ret = a '+' '-' b*(*scalar)
static bool let(Vector& retVec, const char eq,
Vector& aVec, const char op,
Vector& bVec, double* scalar = NULL);
// ret = a '+' '-' '*' 't' 'T' b*(*scalar)
static bool let(DenseMatrix& retMat, const char eq,
DenseMatrix& aMat, const char op,
DenseMatrix& bMat, double* scalar = NULL);
// ret = a '+' '-' '*' b*(*scalar)
static bool let(DenseMatrix& retMat, const char eq,
SparseMatrix& aMat, const char op,
DenseMatrix& bMat, double* scalar = NULL);
// ret = a '+' '-' '*' b*(*scalar)
static bool let(DenseMatrix& retMat, const char eq,
DenseMatrix& aMat, const char op,
SparseMatrix& bMat, double* scalar = NULL);
// ret = aMat '*' '/' bVec
static bool let(Vector& rVec, const char eq,
DenseMatrix& aMat, const char op,
Vector& bVec);
// nakata 2004/12/01
// ret = aMat '/' bVec
static bool let(Vector& rVec, const char eq,
SparseMatrix& aMat, const char op,
Vector& bVec);
// ret = inner_product(a,b) // op = '.'
static bool let(double& ret, const char eq,
Vector& aVec, const char op,
Vector& bVec);
// ret = inner_product(a,b) // op = '.'
static bool let(double& ret, const char eq,
DenseMatrix& aMat, const char op,
DenseMatrix& bMat);
// ret = inner_product(a,b) // op = '.'
static bool let(double& ret, const char eq,
DenseMatrix& aMat, const char op,
SparseMatrix& bMat);
// ret = inner_product(a,b) // op = '.'
static bool let(double& ret, const char eq,
SparseMatrix& aMat, const char op,
DenseMatrix& bMat);
// ret = inner_product(a,b) // op = '.'
static bool let(double& ret, const char eq,
BlockVector& aVec, const char op,
BlockVector& bVec);
/////////////////////////////////////////////////////////////////////
static bool getInnerProduct(double& ret,
DenseLinearSpace& aMat,
DenseLinearSpace& bMat);
static bool getInnerProduct(double& ret,
SparseLinearSpace& aMat,
DenseLinearSpace& bMat);
// ret = a (*scalar)*b
static bool multiply(DenseLinearSpace& retMat,
DenseLinearSpace& aMat,
double* scalar = NULL);
// ret = a + (*scalar)*b
static bool plus(DenseLinearSpace& retMat,
DenseLinearSpace& aMat,
DenseLinearSpace& bMat,
double* scalar = NULL);
// CAUTION!!! We don't initialize retMat to zero matrix for efficiently.
static bool plus(DenseLinearSpace& retMat,
SparseLinearSpace& aMat,
DenseLinearSpace& bMat,
double* scalar = NULL);
// CAUTION!!! We don't initialize retMat to zero matrix for efficiently.
static bool plus(DenseLinearSpace& retMat,
DenseLinearSpace& aMat,
SparseLinearSpace& bMat,
double* scalar = NULL);
// ret = a '*' (*scalar)
static bool let(DenseLinearSpace& retMat, const char eq,
DenseLinearSpace& aMat, const char op,
double* scalar = NULL);
// ret = a '+' '-' b*(*scalar)
static bool let(DenseLinearSpace& retMat, const char eq,
DenseLinearSpace& aMat, const char op,
DenseLinearSpace& bMat, double* scalar = NULL);
// ret = a '+' '-' b*(*scalar)
static bool let(DenseLinearSpace& retMat, const char eq,
SparseLinearSpace& aMat, const char op,
DenseLinearSpace& bMat, double* scalar = NULL);
// ret = a '+' '-' '*' b*(*scalar)
static bool let(DenseLinearSpace& retMat, const char eq,
DenseLinearSpace& aMat, const char op,
SparseLinearSpace& bMat, double* scalar = NULL);
// ret = inner_product(a,b) // op = '.'
static bool let(double& ret, const char eq,
DenseLinearSpace& aMat, const char op,
DenseLinearSpace& bMat);
// ret = inner_product(a,b) // op = '.'
static bool let(double& ret, const char eq,
SparseLinearSpace& aMat, const char op,
DenseLinearSpace& bMat);
// ret = inner_product(a,b) // op = '.'
static bool let(double& ret, const char eq,
DenseLinearSpace& aMat, const char op,
SparseLinearSpace& bMat);
};
} // end of namespace 'sdpa'
#endif // __sdpa_linear_h__
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