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mineigK.m
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mineigK.m
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function lab = mineigK(x,K)
% lab = mineigK(x,K)
%
% MINEIGK Computes the minimum eigenvalue of a vector x with respect to a
% self-dual homogenous cone K.
%
% See also sedumi, mat, vec, eyeK.
% New function by Michael C. Grant
% Copyright (C) 2013 Michael C. Grant.
xi = 0;
if isfield(K,'f')
xi = xi + K.f;
end
if isfield(K,'l') && K.l > 0
lab = min(x(xi+1:xi+K.l));
xi = xi+K.l;
else
lab = Inf;
end
if isfield(K,'q') && ~isempty(K.q)
scl = sqrt(0.5);
for k = 1:length(K.q)
kk = K.q(k);
lab = min(lab,scl*(x(xi+1)-norm(x(xi+2:xi+kk))));
xi = xi + kk;
end
end
if isfield(K,'r') && ~isempty(K.r)
% This is a simpler formula than the one found in eigK.c. In theory
% there could be cancellation error in the smaller eigenvalue. But
% the rotated Lorentz vector is not used internally where this
% cancellation error might matter.
for k = 1:length(K.r)
kk = K.r(k);
x1 = xx(xi+1);
x2 = xx(xi+2);
lab = min(lab,0.5*(x1+x2-norm([x1-x2;2*x(xi+3:xi+kk)])));
end
end
if isfield(K,'s') && ~isempty(K.s)
Ks = K.s;
Kq = K.s .* K.s;
nc = length(Ks);
OPTS.disp=0;
% When used internally, Hermitian terms are broken apart into real and
% imaginary halves, so we need to catch this.
if isfield(K,'rsdpN')
nr = K.rsdpN;
else
nr = nc;
end
for i = 1 : nc
ki = Ks(i);
qi = Kq(i);
XX = x(xi+1:xi+qi); xi=xi+qi;
if i > nr
XX = XX + 1i*x(xi+1:xi+qi); xi=xi+qi;
end
XX = reshape(XX,ki,ki);
XX = XX + XX';
if ki > 500
lab=min(lab,0.5*eigs(XX,1,'SA',OPTS));
else
lab=min(lab,0.5*min(eig(XX)));
end
end
end