27 lines
843 B
Mathematica
27 lines
843 B
Mathematica
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%%****************************************************
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%% gppschur: compute schur matrix of HKM direction
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%% for GPP problems.
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%%
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%% schur = gppschur(X,Zinv,schurfun_par);
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%%
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%% Ak = -e*e' if k = 1
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%% = -ek*ek' if k > 1.
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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 schur = gppschur(X,Zinv,schurfun_par);
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n = size(X,1);
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e = ones(n,1);
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m = n+1;
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schur = zeros(m);
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schur(2:m,2:m) = X .* Zinv;
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tmp = (X*e) .* (Zinv*e);
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schur(2:m,1) = tmp;
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schur(1,2:m) = tmp';
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schur(1,1) = (e'*X*e) * (e'*Zinv*e);
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%%****************************************************
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