50 lines
1.3 KiB
Mathematica
50 lines
1.3 KiB
Mathematica
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%%****************************************************************
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%% lmifun: generate SDP data for the LMI constraint
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%% of the form:
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%%
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%% A*P*B' + B*P*A' + H*diag(d)*H'
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%% P and d are variables, P is symmetric.
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%%
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%% H is optional.
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%%*****************************************************************
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%% SDPT3: version 4.0
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%% Copyright (c) 1997 by
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%% Kim-Chuan Toh, Michael J. Todd, Reha H. Tutuncu
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%% Last Modified: 16 Sep 2004
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%%*****************************************************************
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function Avec = lmifun(A,B,H)
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n = size(A,2); n2 = n*(n+1)/2; r2 = sqrt(2);
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Acell = cell(1,n2);
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cnt = 1;
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%%
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for j = 1:n
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Bj = B(:,j); Aj = A(:,j);
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for i = 1:j
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Ai = A(:,i); Bi = B(:,i);
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if (i<j)
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tmp = Ai*Bj' + Aj*Bi';
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Acell{cnt} = sparse((tmp+tmp')/r2);
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else
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tmp = Ai*Bi';
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Acell{cnt} = sparse(tmp+tmp');
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end
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cnt = cnt+1;
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end
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end
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%%
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if (nargin == 3)
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for k = 1:size(H,2)
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Hk = H(:,k);
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Acell{cnt} = sparse(Hk*Hk');
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cnt = cnt+1;
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end
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end
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%%
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blktmp{1,1} = 's'; blktmp{1,2} = size(A,1);
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Atmp = svec(blktmp,Acell,1);
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Avec = Atmp{1};
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%%
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%%*********************************************************
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