<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'>> + 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)
</pre>
<p>This is only used once; why not just inline it into Alpha()? (which is pretty short anyway)</p>
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