ConstrainedOptPack_MatrixSymPosDefLBFGS.cpp File Reference

#include <assert.h>
#include <typeinfo>
#include "ConstrainedOptPack_MatrixSymPosDefLBFGS.hpp"
#include "AbstractLinAlgPack_BFGS_helpers.hpp"
#include "AbstractLinAlgPack_VectorDenseEncap.hpp"
#include "AbstractLinAlgPack_MatrixOpOut.hpp"
#include "AbstractLinAlgPack_VectorStdOps.hpp"
#include "AbstractLinAlgPack_LinAlgOpPack.hpp"
#include "DenseLinAlgPack_LinAlgOpPack.hpp"
#include "DenseLinAlgPack_DMatrixOut.hpp"
#include "DenseLinAlgLAPack.hpp"
#include "Teuchos_Workspace.hpp"
#include "Teuchos_TestForException.hpp"

Include dependency graph for ConstrainedOptPack_MatrixSymPosDefLBFGS.cpp:

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Namespaces

namespace  ConstrainedOptPack

Functions

void comp_Cb (const DMatrixSlice &Lb, const DVectorSlice &Db_diag, DMatrixSlice *Cb)
 Compute Cb = Lb * inv(Db) * Lb' (see update_Q()).
void comp_Cb (const DMatrixSlice &Lb, const DVectorSlice &Db_diag, DMatrixSlice *Cb)


Function Documentation

void comp_Cb const DMatrixSlice Lb,
const DVectorSlice Db_diag,
DMatrixSlice Cb
[static]
 

Compute Cb = Lb * inv(Db) * Lb' (see update_Q()).

Here: Lb is lower triangular. Cb is upper triangular. Db_diag is the diagonal of Db

void comp_Cb const DMatrixSlice Lb,
const DVectorSlice Db_diag,
DMatrixSlice Cb
[static]
 

Definition at line 909 of file ConstrainedOptPack_MatrixSymPosDefLBFGS.cpp.


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