[mlpack-git] [mlpack] Implementation of primal-dual interior point SDP solver (#391)

[Ryan Curtin]

> +  if (initialZ.n_rows != sdp.N() || initialZ.n_cols != sdp.N())
> +    Log::Fatal << "PrimalDualSolver::PrimalDualSolver(): "
> +      << "initialZ needs to be square n x n matrix"
> +      << std::endl;
> +
> +  if (!arma::chol(tmp, initialZ))
> +    Log::Fatal << "PrimalDualSolver::PrimalDualSolver(): "
> +      << "initialZ needs to be symmetric positive definite"
> +      << std::endl;
> +}
> +
> +/**
> + * alphahat = sup{ alphahat : A + dA is psd }
> + */
> +static inline double
> +AlphaHat(const arma::mat& A, const arma::mat& dA)

This is only used once; why not just inline it into Alpha()?  (which is pretty short anyway)

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https://github.com/mlpack/mlpack/pull/391/files#r23541449
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