sqlp/sedumi — pull request #7 by scholnik (2014-02-18 08:08:31+00:00)
Title: Improved dense A handling (pretransfo branch)

Here are some changes to improve the computational efficiency of sedumi when A is dense or has dense rows. While matlab's dense linear algebra is well optimized and multithreaded, its sparse routines are single-threaded and considerably slower. This creates bottlenecks when A is dense but stored as sparse. (On my computer A'*A is faster using a dense representation for nonzero densities greater than about 0.05 or so.) Some changes affect only LP/SOCP and are skipped if SDP blocks are given, while others are universal. Several sparsity tolerances were added to pars to allow for tweaks to the sparse/dense heuristic. These changes primarily seem to benefit either fully dense problems or problems with significant dense portions posed in the dual form.

I'm new to git and github, so bear with me.