119 lines
3.9 KiB
Matlab
Executable File
119 lines
3.9 KiB
Matlab
Executable File
function [Q,c,f,x,info] = vecquaddecomp(p,z)
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%QUADDECOMP Internal function to decompose quadratic expression
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[n,m]=size(p);
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info = 0;
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Q = cell(n*m,1);
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c = cell(n*m,1);
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f = cell(n*m,1);
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% Involved in polynomial expression
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[mt,variabletype] = yalmip('monomtable');
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x_lin = getvariables(p);
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x_var = find(any(mt(x_lin,:),1));
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if nargin==2
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x_var = union(x_var,depends(z));
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end
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x = recover(x_var);
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basis = getbase(p);
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vars = getvariables(p);
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vt = variabletype;
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mt = mt(x_lin,x_var);
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variabletype = variabletype(x_lin);
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% If all monomials are different. we can do things faster
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hash = mt*randn(size(mt,2),1);
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simple = length(unique(hash))==length(hash);
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linear = find(variabletype==0);
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quadratic = find(variabletype==2);
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bilinear = find(variabletype==1);
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[il,jl,kl] = find(mt(linear,:));
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[jb,ib,kb] = find(mt(bilinear,:)');
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[iq,jq,kq] = find(mt(quadratic,:));
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bilinindex = sub2ind([length(x) length(x)],jb(1:2:end),jb(2:2:end));
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quadindex = sub2ind([length(x) length(x)],jq,jq);
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for index = 1:n*m
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base = basis(index,:);
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if all(vt(vars(find(base(2:end)))) == 0)
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n = length(x);
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Q{index} = spalloc(n,n,0);
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fc = basis(index,:);
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f{index} = fc(1);
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c{index} = zeros(length(x),1);
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[aux,loc] = ismember(vars,x_var);
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i = 1+(1:length(vars));
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nz = find(loc);
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loc = loc(nz);
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i = i(nz);
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c{index}(loc) = fc(i);
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else
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if all(vt(vars(find(base(2:end)))) <= 2)
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Qtemp = spalloc(length(x),length(x),2*nnz(base));
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ctemp = spalloc(length(x),1,0);
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f{index} = base(1);
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base = base(2:end);
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if 0%simple
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if length(linear)>0
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ctemp(jl)=base(linear);
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end
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if length(bilinear)>0
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Qtemp(bilinindex) = base(bilinear(:))/2;
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end
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if length(quadratic)>0
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Qtemp(quadindex) = base(quadratic(:))/2;
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end
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Qtemp = Qtemp+Qtemp';
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else
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% Old version of code
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[jj,ii,kk] = find(mt');ii = [ii(:) ;0];
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top = 1;
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if 1
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%Qtemp2=Qtemp;
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%ctemp2=ctemp;
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bilinear_places = find(diff(ii)==0);
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quadratic_places = find(diff(ii)~=0 & kk==2);
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Qtemp(sub2ind(size(Qtemp),jj(bilinear_places),jj(bilinear_places+1)))= base(ii(bilinear_places))/2;
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Qtemp(sub2ind(size(Qtemp),jj(quadratic_places),jj(quadratic_places)))= base(ii(quadratic_places))/2;
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linear_places = find(variabletype==0);
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[iii,jjj] = find(mt(linear_places,:));
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ctemp(jjj) = base(linear_places);
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else
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%Qtemp(jj(bilinear_places),jj(bilinear_places+1))
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for i = 1:length(x_lin)
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if ii(top) == ii(top+1)
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% Variable i is the product of two
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Qtemp(jj(top),jj(top+1))=Qtemp(jj(top),jj(top+1)) + base(i)/2;
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%Qtemp(jj(top),jj(top+1)) = base(i)/2;
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top = top + 2;
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else
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j = [jj(top)];
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if kk(top)==1
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ctemp(j)=base(i);
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else
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Qtemp(j,j)=Qtemp(j,j) + base(i)/2;
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% Qtemp(j,j) = base(i)/2;
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end
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top = top + 1;
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end
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end
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end
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Qtemp = Qtemp+Qtemp';
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end
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Q{index} = Qtemp;
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c{index} = ctemp;
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else
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info = 1;
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x = [];
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end
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end
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end
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