52 lines
1.4 KiB
Mathematica
52 lines
1.4 KiB
Mathematica
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%%******************************************************************
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%% blkcholfun: compute Cholesky factorization of X.
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%%
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%% [Xchol,indef] = blkcholfun(blk,X,permX);
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%%
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%% X = Xchol'*Xchol;
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%%*****************************************************************
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%% SDPT3: version 4.0
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%% Copyright (c) 1997 by
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%% K.C. Toh, M.J. Todd, R.H. Tutuncu
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%% Last Modified: 16 Sep 2004
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%%*****************************************************************
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function [Xchol,indef] = blkcholfun(blk,X,permX);
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if (nargin == 2); permX = []; end;
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if ~iscell(X);
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indef = 0;
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n = length(X);
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if strcmp(blk{1},'s');
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if isempty(permX) | ~issparse(X);
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[Xchol,indef] = chol(X);
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else
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[tmp,indef] = chol(X(permX,permX));
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Xchol(:,permX) = tmp;
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end
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elseif strcmp(blk{1},'q')
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gamx = qops(blk,X,X,2);
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if any(gamx <= 0)
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indef = 1;
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end
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Xchol = [];
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elseif strcmp(blk{1},'l');
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if any(X <= 0)
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indef = 1;
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end
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Xchol = [];
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elseif strcmp(blk{1},'u')
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Xchol = [];
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end
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else
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Xchol = cell(size(X));
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for p = 1:size(blk,1)
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[Xchol{p},indef(p)] = blkcholfun(blk(p,:),X{p});
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end
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indef = max(indef);
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end
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%%=================================================================
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