68 lines
2.4 KiB
Mathematica
68 lines
2.4 KiB
Mathematica
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function varargout = sumk(varargin)
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% SUMK Returns sum of k largest (eigen-)values.
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%
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% s = SUMK(X,k)
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%
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% For a vector X, SUMK returns the sum of the k largest elements.
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%
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% For a symmetric matrix X, SUMK returns the sum of the k largest eigen-values.
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%
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% See also SUMABSK
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% ***************************************************
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% This file defines a nonlinear operator for YALMIP
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%
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% It can take three different inputs
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% For double inputs, it returns standard double values
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% For sdpvar inputs, it genreates a an internal variable
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% When first input is 'model' it generates the epigraph
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% and a structure descring properties of the operator
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% ***************************************************
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switch class(varargin{1})
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case 'double' % What is the numerical value of this argument (needed for displays etc)
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if nargin == 1
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error('sumk needs two arguments');
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else
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X = varargin{1};
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[n,m] = size(X);
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if (min(n,m) > 1 & ~issymmetric(X))
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error('sumk can only be applied on vectors and symmetric matrices');
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else
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k = min(length(X),varargin{2});
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if min(n,m)==1
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sorted = sort(X);
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else
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sorted = sort(eig(X));
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end
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varargout{1} = sum(sorted(max(1,end-k+1):end));
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end
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end
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case 'sdpvar' % Overloaded operator for SDPVAR objects. Pass on args and save them.
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X = varargin{1};
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[n,m] = size(X);
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if (min(n,m) > 1 & ~issymmetric(X))
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error('sumk can only be applied on vectors and symmetric matrices');
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else
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if nargin<2
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error('sumk needs two arguments');
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else
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varargout{1} = yalmip('define',mfilename,varargin{:});
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end
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end
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case 'char' % YALMIP send 'model' when it wants the epigraph or hypograph
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if isequal(varargin{1},'graph')
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t = varargin{2}; % Second arg is the extended operator variable
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X = varargin{3}; % Third arg and above are the args user used when defining t.
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k = min(varargin{4},length(X));
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[Model,Properties] = sumk_generator(X,k,t);
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varargout{1} = Model;
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varargout{2} = Properties;
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varargout{3} = X;
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else
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end
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otherwise
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end
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