Package minimise :: Package hessian_mods :: Module se99
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Module se99

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Functions [hide private]
 
se99(dfk, d2fk, I, n, tau, tau_bar, mu, print_prefix, print_flag, return_matrix=0)
A revised modified cholesky factorisation algorithm.
source code
 
exec_phasetwo(A, L, P, I, E, j, n, tau, tau_bar, gamma, print_prefix, print_flag)
Phase 2 of the algorithm, A not positive definite.
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jiter_factor(A, L, j, n)
Perform jth iteration of factorisation.
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Imports: LinAlgError, cholesky_decomposition, eigenvalues, solve_linear_equations, tril, Float64, array, dot, identity, sort, sqrt, take, transpose, zeros


Function Details [hide private]

se99(dfk, d2fk, I, n, tau, tau_bar, mu, print_prefix, print_flag, return_matrix=0)

source code 

A revised modified cholesky factorisation algorithm.

Schnabel, R. B. and Eskow, E. 1999, A revised modifed cholesky factorisation algorithm. SIAM J. Optim. 9, 1135-1148.