48 lines
1.4 KiB
Mathematica
48 lines
1.4 KiB
Mathematica
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%%*****************************************************************
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%% lmifun2: 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' C*P*D']
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%% [D*P*C' 0 ]
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%%
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%% P is the variable, P is symmetric.
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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 = lmifun2(A,B,C,D)
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n = size(A,2); n2 = n*(n+1)/2;
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Acell = cell(1,n2);
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m = size(D,1);
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cnt = 1;
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%%
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ir2 = 1/sqrt(2);
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for j = 1:n
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Bj = B(:,j); Aj = A(:,j);
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Cj = C(:,j); Dj = D(:,j);
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for i = 1:j
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Ai = A(:,i); Bi = B(:,i);
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Ci = C(:,i); Di = D(:,i);
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if (i<j)
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tmp = Ai*Bj' + Aj*Bi';
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tmp = tmp + tmp';
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tmp2 = Ci*Dj' + Cj*Di';
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Acell{cnt} = ir2*sparse([tmp tmp2; tmp2' sparse(m,m)]);
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else
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tmp = Ai*Bi';
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tmp = tmp + tmp';
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tmp2 = Ci*Di';
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Acell{cnt} = sparse([tmp tmp2; tmp2' sparse(m,m)]);
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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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blk{1,1} = 's'; blk{1,2} = size(A,1)+size(D,1);
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Avec = svec(blk,Acell,1);
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%%*********************************************************
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