-
Notifications
You must be signed in to change notification settings - Fork 90
/
psdjmul.m
executable file
·73 lines (71 loc) · 2.07 KB
/
psdjmul.m
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
function z = psdjmul(x,y, K)
% z = psdmul(x,y, K)
%
% PSDMUL for full x,y. Computes (XY+YX)/2
%
% ********** INTERNAL FUNCTION OF SEDUMI **********
%
% See also sedumi
% This file is part of SeDuMi 1.3 by Imre Polik
% Copyright (C) 2005 McMaster University, Hamilton, CANADA (since 1.1)
%
% Copyright (C) 2001 Jos F. Sturm (up to 1.05R5)
% Dept. Econometrics & O.R., Tilburg University, the Netherlands.
% Supported by the Netherlands Organization for Scientific Research (NWO).
%
% Affiliation SeDuMi 1.03 and 1.04Beta (2000):
% Dept. Quantitative Economics, Maastricht University, the Netherlands.
%
% Affiliations up to SeDuMi 1.02 (AUG1998):
% CRL, McMaster University, Canada.
% Supported by the Netherlands Organization for Scientific Research (NWO).
%
% This program is free software; you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation; either version 2 of the License, or
% (at your option) any later version.
%
% This program is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with this program; if not, write to the Free Software
% Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
% 02110-1301, USA
%
Ks = K.s;
if isempty(Ks)
z = [];
return
end
Kq = Ks .* Ks;
nr = K.rsdpN;
nc = length(Ks);
N = K.N - K.sblkstart(1) + 1;
z = zeros(N,1);
xi = length(x) - N;
zi = 0;
for i = 1 : nc
ki = Ks(i);
qi = Kq(i);
XX = x(xi+1:xi+qi);
YY = y(xi+1:xi+qi);
xi = xi + qi;
if i > nr
XX = XX + 1j * x(xi+1:xi+qi);
YY = YY + 1j * y(xi+1:xi+qi);
xi = xi + qi;
end
XX = reshape(XX,ki,ki);
YY = reshape(YY,ki,ki);
ZZ = XX * YY;
ZZ = 0.5 * ( ZZ + ZZ' );
z(zi+1:zi+qi) = real(ZZ);
zi = zi + qi;
if i > nr
z(zi+1:zi+qi) = imag(ZZ);
zi = zi + qi;
end
end