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lapack.h File Reference

interface methods for eigenvector computation and matrix multiplication using different versions of LAPACK and BLAS More...

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Functions

EXTERN SCIP_RETCODE SCIPlapackComputeIthEigenvalue (BMS_BLKMEM *blkmem, SCIP_Bool geteigenvectors, int n, SCIP_Real *A, int i, SCIP_Real *eigenvalue, SCIP_Real *eigenvector)
 
EXTERN SCIP_RETCODE SCIPlapackMatrixVectorMult (int nrows, int ncols, SCIP_Real *matrix, SCIP_Real *vector, SCIP_Real *result)
 

Detailed Description

interface methods for eigenvector computation and matrix multiplication using different versions of LAPACK and BLAS

Author
Tristan Gally

This file is used to call the LAPACK routine DSYEVR (double-symmetric-eigenvector computation) and the BLAS routine DGEMV (double-general-matrix-vector multiplication). It is needed because different SDP-solvers need different BLAS/LAPACK-versions with different data types (for example long long int for Openblas/SDPA vs. int for ATLAS/DSDP).

Definition in file lapack.h.

Function Documentation

EXTERN SCIP_RETCODE SCIPlapackComputeIthEigenvalue ( BMS_BLKMEM *  blkmem,
SCIP_Bool  geteigenvectors,
int  n,
SCIP_Real *  A,
int  i,
SCIP_Real *  eigenvalue,
SCIP_Real *  eigenvector 
)

computes the i-th eigenvalue of a symmetric matrix using LAPACK, where 1 is the smallest and n the largest, matrix has to be given with all n^2 entries

Parameters
blkmemblock memory
geteigenvectorsshould also the eigenvectors be computed?
nsize of matrix
Amatrix for which eigenvalues should be computed
iindex of eigenvalue to be computed
eigenvaluepointer to store eigenvalue
eigenvectorpointer to store eigenvector

Referenced by checkFixedFeasibilitySdp(), cutUsingEigenvector(), SCIP_DECL_CONSLOCK(), and SCIPconsSdpCheckSdpCons().

EXTERN SCIP_RETCODE SCIPlapackMatrixVectorMult ( int  nrows,
int  ncols,
SCIP_Real *  matrix,
SCIP_Real *  vector,
SCIP_Real *  result 
)

performs matrix-vector-multiplication using BLAS

Parameters
nrowsnumber of rows in matrix
ncolsnumber of cols in matrix
matrixthe matrix we want to multiply
vectorvector we want to multiply with the matrix
resultpointer to store the resulting vector

Definition at line 215 of file lapack_dsdp.c.

References F77_FUNC.

Referenced by cutUsingEigenvector().