%%*********************************************************************
%% norm_min: matrix 2-norm minimization problem 
%%
%% (primal) minimize || B0 + x1*B1 + ... + xm*Bm ||_2
%%
%% (dual)   maximize    - Tr B0*Q
%%          subject to  Tr Bk*Q = 0, k=1,...,m
%%                      sum of singular values of Q is less than one.
%% 
%% The matrices Bk are of size p x q.
%%
%% The problem is equivalent to the following SDP:
%% 
%%    minimize    t 
%%                         [0,   Bk] 
%%    s.t.  sum_{k=1}^m xk*[       ] 
%%                         [Bk^*, 0] 
%%                               [0,     i*Bk]          [0,   B0]
%%         + sum_{k=m+1}^{2m} xk*[           ] -t*I <= -[       ] 
%%                               [(i*Bk)^*, 0]          [B0^*, 0]
%%
%% See also igmres.m 
%%-------------------------------------------------------------------- 
%%
%%  [blk,Avec,C,b,X0,y0,Z0,objval,x] = norm_min(B,feas,solve); 
%%
%%  Input:   B = cell array such that B{k} = B_k.
%%           feas  = 1 if want feasible starting point
%%                 = 0 if otherwise.
%%           solve = 0 just to initialize
%%                 = 1 if want to solve the problem. 
%%*****************************************************************
%% SDPT3: version 4.0
%% Copyright (c) 1997 by
%% Kim-Chuan Toh, Michael J. Todd, Reha H. Tutuncu
%% Last Modified: 16 Sep 2004
%%*****************************************************************

   function [blk,Avec,C,b,X0,y0,Z0,objval,x] = norm_min(B,feas,solve);   

   if (nargin < 3); solve = 0; end; 
   if (nargin < 2); feas = 0; end;
   if isempty(feas); feas = 0; end
%%
%% dimensions 
%%
   m = size(B,2)-1; 
   [p,q] = size(B{1}); isrealB = 1;  
   for k = 1:m; 
       [p1,q1] = size(B{k}); 
       if any([p q]-[p1 q1]); 
          error('size of B_k is not the same for all k'); 
       end 
       isrealB = min(isrealB, isreal(B{k})); 
   end
   cmp = 1-isrealB; 
%%
%% A{k} = [0 Bk; Bk' 0],  i=1,...,m+1;  A{m+1} = I
%%     
   if (~cmp) 
       n = p+q;    
       blk{1,1} = 's'; blk{1,2} = n;
       b = [zeros(m,1); -1];
       C = -[zeros(p), B{1}; B{1}', zeros(q)]; 
       A = cell(1,m+1); 
       for k = 1:m
           Bk = B{k+1};  
           A{k} = [zeros(p), Bk; Bk', zeros(q)];
       end
       A{m+1} = -speye(n,n); 
       Avec = svec(blk,A,ones(size(blk,1),1)); 
   elseif (cmp)
       n = p+q;    
       blktmp{1,1} = 's'; blktmp{1,2} = n;
       b = [zeros(2*m,1); -1];
       Ctmp{1} = -[zeros(p),  B{1}; B{1}', zeros(q)]; 
       A = cell(1,2*m+1); ii = sqrt(-1); 
       for k = 1:m
           Bk = B{k+1};
           A{k}   = [zeros(p), Bk; Bk', zeros(q)];
           A{k+m} = [zeros(p), ii*Bk; -ii*Bk', zeros(q)];
       end
       A{2*m+1} = -speye(n,n);
       [blk,Avec,C,b] = convertcmpsdp(blktmp,A,Ctmp,b); 
   end  
%%
%%
   if (feas == 1); 
      if (~cmp)
         X0{1} = eye(n)/n;
      else
         X0{1} = eye(2*n)/(2*n);
      end
      y0 = 1.1*ops(C,'norm')*[zeros(length(b)-1,1); 1];
      Z0 = ops(C,'-',Atyfun(blk,Avec,[],[],y0));
   elseif (feas == 0)
      [X0,y0,Z0] = infeaspt(blk,Avec,C,b); 
   end 
   if (solve) 
      [obj,X,y,Z] = HSDsqlp(blk,Avec,C,b,[],X0,y0,Z0);
      objval = -obj(2); 
      if ~cmp; x = y(1:m); 
      else;    x = y(1:m) +sqrt(-1)*y(m+1:2*m); 
      end;
   else
      objval = []; x = [];
   end
%%*********************************************************************