11 lines
333 B
Matlab
Executable File
11 lines
333 B
Matlab
Executable File
function [v,Model] = eigv(X)
|
|
% v(i) epigraph of i-th largest eigenvalue of X
|
|
[n,m] = size(X);
|
|
v = sdpvar(n,1);
|
|
Model = [trace(X)==sum(v), v(1:end-1) >= v(2:end)];
|
|
for k = 1:n-1
|
|
Z = sdpvar(n);
|
|
s = sdpvar(1);
|
|
t = sum(v(1:k));
|
|
Model = [Model, (t-k*s-trace(Z) >= 0) + (Z >= 0) + (Z-X+s*eye(n) >= 0)];
|
|
end |