lapack_interface.h File Reference

interface methods for eigenvector computation and matrix multiplication using openblas More...

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Functions
SCIP_EXPORT SCIP_RETCODE	SCIPlapackComputeIthEigenvalue (BMS_BUFMEM *bufmem, SCIP_Bool geteigenvectors, int n, SCIP_Real *A, int i, SCIP_Real *eigenvalue, SCIP_Real *eigenvector)
SCIP_EXPORT SCIP_RETCODE	SCIPlapackComputeIthEigenvalueAlternative (BMS_BUFMEM *bufmem, SCIP_Bool geteigenvectors, int n, SCIP_Real *A, int i, SCIP_Real *eigenvalue, SCIP_Real *eigenvector)
SCIP_EXPORT SCIP_RETCODE	SCIPlapackComputeEigenvectorsNegative (BMS_BUFMEM *bufmem, int n, SCIP_Real *A, SCIP_Real tol, int *neigenvalues, SCIP_Real *eigenvalues, SCIP_Real *eigenvectors)
SCIP_EXPORT SCIP_RETCODE	SCIPlapackComputeEigenvectorDecomposition (BMS_BUFMEM *bufmem, int n, SCIP_Real *A, SCIP_Real *eigenvalues, SCIP_Real *eigenvectors)
SCIP_EXPORT SCIP_RETCODE	SCIPlapackMatrixVectorMult (int nrows, int ncols, SCIP_Real *matrix, SCIP_Real *vector, SCIP_Real *result)
SCIP_EXPORT SCIP_RETCODE	SCIPlapackMatrixMatrixMult (int nrowsA, int ncolsA, SCIP_Real *matrixA, SCIP_Bool transposeA, int nrowsB, int ncolsB, SCIP_Real *matrixB, SCIP_Bool transposeB, SCIP_Real *result)
SCIP_RETCODE	SCIPlapackLinearSolve (BMS_BUFMEM *bufmem, int m, int n, SCIP_Real *A, SCIP_Real *b, SCIP_Real *x)

Detailed Description

interface methods for eigenvector computation and matrix multiplication using openblas

Author

Tristan Gally

Marc Pfetsch

Definition in file lapack_interface.h.

Function Documentation

SCIP_EXPORT SCIP_RETCODE SCIPlapackComputeIthEigenvalue	(	BMS_BUFMEM *	bufmem,
		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

bufmem	buffer memory
geteigenvectors	Should also the eigenvectors be computed?
n	size of matrix
A	matrix for which eigenvalues should be computed - will be destroyed!
i	index of eigenvalue to be computed
eigenvalue	pointer to store eigenvalue
eigenvector	pointer to array to store eigenvector

Definition at line 174 of file lapack_interface.c.

References BMS_CALL, F77_FUNC, and SCIP_RealTOINT.

Referenced by addMultipleSparseCuts(), checkFixedFeasibilitySdp(), checkVarsLocks(), computeAllmatricespsd(), isMatrixRankOne(), SCIP_DECL_CONSLOCK(), SCIP_DECL_CONSPRESOL(), SCIPconsSdpCheckSdpCons(), SCIPoneVarFeasible(), SCIPsdpSolcheckerCheck(), SCIPsdpSolcheckerCheckAndGetViolDual(), SCIPsdpSolcheckerCheckAndGetViolPrimal(), separateSol(), tightenBounds(), and updateVarLocks().

SCIP_EXPORT SCIP_RETCODE SCIPlapackComputeIthEigenvalueAlternative	(	BMS_BUFMEM *	bufmem,
		SCIP_Bool	geteigenvectors,
		int	n,
		SCIP_Real *	A,
		int	i,
		SCIP_Real *	eigenvalue,
		SCIP_Real *	eigenvector
	)

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

Parameters

bufmem	buffer memory
geteigenvectors	Should also the eigenvectors be computed?
n	size of matrix
A	matrix for which eigenvalues should be computed - will be destroyed!
i	index of eigenvalue to be computed
eigenvalue	pointer to store eigenvalue
eigenvector	pointer to array to store eigenvector

Definition at line 287 of file lapack_interface.c.

References BMS_CALL, F77_FUNC, and SCIP_RealTOINT.

SCIP_EXPORT SCIP_RETCODE SCIPlapackComputeEigenvectorsNegative	(	BMS_BUFMEM *	bufmem,
		int	n,
		SCIP_Real *	A,
		SCIP_Real	tol,
		int *	neigenvalues,
		SCIP_Real *	eigenvalues,
		SCIP_Real *	eigenvectors
	)

computes eigenvectors corresponding to negative eigenvalues of a symmetric matrix using LAPACK, matrix has to be given with all \(n^2\) entries

Parameters

bufmem	buffer memory
n	size of matrix
A	matrix for which eigenvectors should be computed - will be destroyed!
tol	tolerance; the eigenvalues will be in the interval (-1e20, -tol]
neigenvalues	pointer to store the number of negative eigenvalues
eigenvalues	array for eigenvalues (should be length n)
eigenvectors	array for eigenvectors (should be length n*n), eigenvectors are given as rows

Definition at line 394 of file lapack_interface.c.

References BMS_CALL, F77_FUNC, and SCIP_RealTOINT.

Referenced by separateSol().

SCIP_EXPORT SCIP_RETCODE SCIPlapackComputeEigenvectorDecomposition	(	BMS_BUFMEM *	bufmem,
		int	n,
		SCIP_Real *	A,
		SCIP_Real *	eigenvalues,
		SCIP_Real *	eigenvectors
	)

computes the eigenvector decomposition of a symmetric matrix using LAPACK

Parameters

bufmem	buffer memory
n	size of matrix
A	matrix for which the decomposition should be computed - will be destroyed!
eigenvalues	pointer to store eigenvalues (should be length n)
eigenvectors	pointer to store eigenvectors (should be length n*n), eigenvectors are given as rows

Definition at line 503 of file lapack_interface.c.

References BMS_CALL, F77_FUNC, and SCIP_RealTOINT.

Referenced by calcRelax(), and SCIP_DECL_CONSCHECK().

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

performs matrix-vector-multiplication using BLAS

Parameters

nrows	number of rows in matrix
ncols	number of cols in matrix
matrix	the matrix we want to multiply
vector	vector we want to multiply with the matrix
result	pointer to store the resulting vector

Definition at line 603 of file lapack_interface.c.

References F77_FUNC.

Referenced by addMultipleSparseCuts(), separateSol(), sparsifyCut(), and truncatedPowerMethod().

SCIP_EXPORT SCIP_RETCODE SCIPlapackMatrixMatrixMult	(	int	nrowsA,
		int	ncolsA,
		SCIP_Real *	matrixA,
		SCIP_Bool	transposeA,
		int	nrowsB,
		int	ncolsB,
		SCIP_Real *	matrixB,
		SCIP_Bool	transposeB,
		SCIP_Real *	result
	)

performs matrix-matrix-multiplication A*B using BLAS

Parameters

nrowsA	number of rows in matrix A
ncolsA	number of cols in matrix A
matrixA	matrix A given as nrowsA * ncolsA array
transposeA	Should matrix A be transposed before multiplication?
nrowsB	number of rows in matrix B
ncolsB	number of cols in matrix B
matrixB	matrix B given as ncolsA * ncolsB array
transposeB	Should matrix B be transposed before multiplication?
result	pointer to nrowsA * nrowsB array to store the resulting matrix

Definition at line 650 of file lapack_interface.c.

References F77_FUNC.

Referenced by calcRelax(), and SCIP_DECL_CONSCHECK().

SCIP_RETCODE SCIPlapackLinearSolve	(	BMS_BUFMEM *	bufmem,
		int	m,
		int	n,
		SCIP_Real *	A,
		SCIP_Real *	b,
		SCIP_Real *	x
	)

computes the minimum-norm solution to a real linear least squares problem: minimize 2-norm(| b - A*x |) using LAPACK (uses singular value decomposition of A). A is an M-by-N matrix which may be rank-deficient.

Parameters

bufmem	buffer memory
m	number of rows of A
n	number of columns of A
A	coefficient matrix of the linear system
b	right-hand side of the linear system (should be length max(m,n))
x	pointer to store values for x (should be length n)

Definition at line 708 of file lapack_interface.c.

References BMS_CALL, F77_FUNC, and SCIP_RealTOINT.

Referenced by SCIP_DECL_CONSCHECK().