com.numericalmethod.suanshu.optimization.constrained.convex.sdp.pathfollowing

Class Hp

java.lang.Object

com.numericalmethod.suanshu.optimization.constrained.convex.sdp.pathfollowing.Hp

All Implemented Interfaces:

java.io.Serializable

public class Hp
extends java.lang.Object
implements java.io.Serializable

This is the symmetrization operator as defined in eq. 6 in the reference. \[ H_p: C^{n \times n} \rightarrow \textit{H}^n \\ H_p(U) = \frac{1}{2}[PUP^{-1}]+P^{-*}U^*P^* \]

See Also:

"K. C. Toh, M. J. Todd, R. H. Tütüncü, "SDPT3 -- a MATLAB software package for semidefinite programming, version 2.1," OPTIMIZATION METHODS AND SOFTWARE. 1999.", Serialized Form

Constructor Summary

Constructors

Constructor and Description
Hp() Construct the symmetrization operator using an identity matrix.
Hp(Matrix P) Construct a symmetrization operator.

Method Summary

Modifier and Type	Method and Description
Matrix	evaluate(Matrix U) Compute \(H_p(U) = \frac{1}{2}[PUP^{-1}]+P^{-*}U^*P^*\).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Hp

public Hp(Matrix P)

Construct a symmetrization operator.

Parameters:

P - a parameter matrix

Hp

public Hp()

Construct the symmetrization operator using an identity matrix.

Method Detail

evaluate

public Matrix evaluate(Matrix U)

Compute \(H_p(U) = \frac{1}{2}[PUP^{-1}]+P^{-*}U^*P^*\).

Parameters:

U - a matrix

Returns:

\(H_p(U)\)