<p>In <a href="https://github.com/mlpack/mlpack/pull/391#discussion_r23541449">src/mlpack/core/optimizers/sdp/primal_dual_impl.hpp</a>:</p>
<pre style='color:#555'>&gt; +  if (initialZ.n_rows != sdp.N() || initialZ.n_cols != sdp.N())
&gt; +    Log::Fatal &lt;&lt; &quot;PrimalDualSolver::PrimalDualSolver(): &quot;
&gt; +      &lt;&lt; &quot;initialZ needs to be square n x n matrix&quot;
&gt; +      &lt;&lt; std::endl;
&gt; +
&gt; +  if (!arma::chol(tmp, initialZ))
&gt; +    Log::Fatal &lt;&lt; &quot;PrimalDualSolver::PrimalDualSolver(): &quot;
&gt; +      &lt;&lt; &quot;initialZ needs to be symmetric positive definite&quot;
&gt; +      &lt;&lt; std::endl;
&gt; +}
&gt; +
&gt; +/**
&gt; + * alphahat = sup{ alphahat : A + dA is psd }
&gt; + */
&gt; +static inline double
&gt; +AlphaHat(const arma::mat&amp; A, const arma::mat&amp; dA)
</pre>
<p>This is only used once; why not just inline it into Alpha()?  (which is pretty short anyway)</p>

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