Auxiliary Procedures#
Release: 5.0
Date: Jun 4, 2024
Author: Nick Gould for GALAHAD productions
GALAHAD [1] is a suite of open-source routines for large-scale continuous optimization. This is supported by a number of auxiliary procedures that are used to perform commonly-occurring numerical tasks.
Contents
- BSC - build and use the Schur complement from constituent matrices
- CHECK - check first and second derivatives
- CONVERT - convert a sparse matrix from one format to another
- FDH - compute a finite-difference approximation to a Hessian matrix
- FIT - fit function and derivative values to data
- HASH - set up and use a chained scatter table
- ICFS - compute an incomplete Cholesky factorization of a given symmetric matrix
- IR - given matrix factors, perform iterative refinement to solve systems
- LHS - compute an array of Latin Hypercube samples
- LMS - maintain limited-memory Hessian approximations
- MIQR - form a multilevel incomplete QR factorization of a matrix
- MOP - perform standard operations on or with a given matrix
- NLPT - support a variety of smooth nonlinear optimization problem storage schemes
- PRESOLVE - transform LP/QP data so that the resulting problem is easier to solve
- QPT - support a variety of quadratic programming problem storage schemes
- RAND - generate uniformly-distributed pseudo-random numbers
- ROOTS - find real roots of real polynomials
- RPD - convert LP/QP data to and from QPLIB format
- SCU - build and extend factors for an evolving block sparse matrix
- SEC - maintain dense BFGS and SR1 secant approximations to a Hessian
- SHA - find a sparse Hessian matrix approximation using componentwise secant approximation
- SMT - support a variety of sparse-matrix storage schemes
- SORT - procedures for sorting and permuting
- SYMBOLS - define symbols that are used througout GALAHAD