# SuanShu, a Java numerical and statistical library

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

## Class Hp

• java.lang.Object
• com.numericalmethod.suanshu.optimization.multivariate.constrained.convex.sdp.pathfollowing.Hp

• public class Hp
extends Object
This is the symmetrization operator as defined in equation (6) in the reference. $H_p: C^{n \times n} \rightarrow \textit{H}^n \\ H_p(U) = \frac{1}{2}[PUP^{-1}]+P^{-*}U^*P^*$
"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."
• ### Constructor Summary

Constructors
Constructor and Description
Hp()
Constructs the symmetrization operator using an identity matrix.
Hp(Matrix P)
Constructs a symmetrization operator.
• ### Method Summary

All Methods
Modifier and Type Method and Description
Matrix evaluate(Matrix U)
Computes $$H_p(U) = \frac{1}{2}[PUP^{-1}]+P^{-*}U^*P^*$$.
• ### 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)
Constructs a symmetrization operator.
Parameters:
P - a parameter matrix
• #### Hp

public Hp()
Constructs the symmetrization operator using an identity matrix.
• ### Method Detail

• #### evaluate

public Matrix evaluate(Matrix U)
Computes $$H_p(U) = \frac{1}{2}[PUP^{-1}]+P^{-*}U^*P^*$$.
Parameters:
U - a matrix
Returns:
$$H_p(U)$$