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Schur complement with two scalings - #95
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Generalize H[j, k] = ⟨Aⱼ, W Aₖ W⟩ to ⟨Aⱼ, L Aₖ R⟩ for symmetric L and R so that the Helmberg-Kojima-Monteiro direction (L = S⁻¹, R = X) can be used in addition to Nesterov-Todd (L = R = W). The methods taking a single W are kept as the special case L = R = W.
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Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #95 +/- ##
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Coverage 99.55% 99.56%
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Files 29 29
Lines 1792 1828 +36
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+ Hits 1784 1820 +36
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Generalize H[j, k] = ⟨Aⱼ, W Aₖ W⟩ to ⟨Aⱼ, L Aₖ R⟩ for symmetric L and R so that the Helmberg-Kojima-Monteiro direction (L = S⁻¹, R = X) can be used in addition to Nesterov-Todd (L = R = W). The methods taking a single W are kept as the special case L = R = W.
Needed for blegat/MadSDP.jl#7