ConstrainedOptPack_MatrixSymPosDefLBFGSSerial.cpp File Reference

#include <assert.h>
#include "ConstrainedOptPack_MatrixSymPosDefLBFGS.hpp"
#include "ConstrainedOptPack/src/AbstractLinAlgPack_BFGS_helpers.hpp"
#include "DenseLinAlgPack_LinAlgOpPack.hpp"
#include "DenseLinAlgPack_DMatrixOut.hpp"
#include "DenseLinAlgLAPack.hpp"

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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 @35::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 @36::comp_Cb ( const DMatrixSlice Lb,
const DVectorSlice Db_diag,
DMatrixSlice Cb 
) [static]

Definition at line 1076 of file ConstrainedOptPack_MatrixSymPosDefLBFGSSerial.cpp.


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