1 | function Z = mtimes(X,Y) |
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2 | %MTIMES (overloaded) |
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3 | |
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4 | % Author Johan Löfberg |
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5 | % $Id: mtimes.m,v 1.57 2006/10/19 12:42:36 joloef Exp $ |
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6 | |
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7 | % Check classes |
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8 | X_is_spdvar = isa(X,'sdpvar'); |
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9 | Y_is_spdvar = isa(Y,'sdpvar'); |
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10 | |
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11 | % Convert block objects |
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12 | if ~X_is_spdvar |
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13 | if isa(X,'blkvar') |
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14 | X = sdpvar(X); |
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15 | X_is_spdvar = isa(X,'sdpvar'); |
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16 | end |
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17 | end |
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18 | |
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19 | if ~Y_is_spdvar |
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20 | if isa(Y,'blkvar') |
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21 | Y = sdpvar(Y); |
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22 | Y_is_spdvar = isa(Y,'sdpvar'); |
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23 | end |
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24 | end |
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25 | |
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26 | % Lame special cases, make sure to reurn |
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27 | % empty matrices in the sense that the |
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28 | % used MATLAB version |
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29 | if isempty(X) |
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30 | YY = full(reshape(Y.basis(:,1),Y.dim(1),Y.dim(2))); |
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31 | Z = X*YY; |
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32 | return |
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33 | elseif isempty(Y) |
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34 | XX = full(reshape(X.basis(:,1),X.dim(1),X.dim(2))); |
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35 | Z = XX*Y; |
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36 | return |
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37 | end |
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38 | |
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39 | |
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40 | % Optimized calls in different order? |
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41 | if X_is_spdvar & Y_is_spdvar |
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42 | manytimesfew = length(X.lmi_variables) > 5*length(Y.lmi_variables); |
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43 | if manytimesfew |
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44 | Z = (Y'*X')'; % Optimized for this order (few variables * many variables) |
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45 | return |
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46 | end |
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47 | end |
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48 | |
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49 | % Different code for |
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50 | % 1 : SDPVAR * DOUBLE |
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51 | % 2 : DOUBLE * SDPVAR |
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52 | % 3 : SDPVAR * SDPVAR |
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53 | switch 2*X_is_spdvar+Y_is_spdvar |
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54 | case 3 |
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55 | try |
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56 | x_isscalar = (X.dim(1)*X.dim(2)==1); |
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57 | y_isscalar = (Y.dim(1)*Y.dim(2)==1); |
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58 | |
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59 | % Optimized unique |
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60 | all_lmi_variables = uniquestripped([X.lmi_variables Y.lmi_variables]); |
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61 | |
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62 | % Create clean SDPVAR object |
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63 | Z = X;Z.dim(1) = 1;Z.dim(2) = 1;Z.lmi_variables = all_lmi_variables;Z.basis = []; |
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64 | |
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65 | % Awkward code due to bug in ML6.5 |
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66 | Xbase = reshape(X.basis(:,1),X.dim(1),X.dim(2)); |
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67 | Ybase = reshape(Y.basis(:,1),Y.dim(1),Y.dim(2)); |
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68 | if x_isscalar |
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69 | Xbase = sparse(full(Xbase)); |
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70 | end |
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71 | if y_isscalar |
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72 | Ybase = sparse(full(Ybase)); |
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73 | end |
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74 | |
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75 | index_X = double(ismembc(all_lmi_variables,X.lmi_variables)); |
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76 | index_Y = double(ismembc(all_lmi_variables,Y.lmi_variables)); |
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77 | iX=find(index_X); |
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78 | iY=find(index_Y); |
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79 | index_X(iX)=1:length(iX);index_X=index_X(:); |
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80 | index_Y(iY)=1:length(iY);index_Y=index_Y(:); |
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81 | |
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82 | ny = Y.dim(1); |
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83 | my = Y.dim(2); |
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84 | nx = X.dim(1); |
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85 | mx = X.dim(2); |
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86 | |
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87 | % Pre-allocate sufficiently long |
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88 | Z.lmi_variables = [Z.lmi_variables zeros(1,length(X.lmi_variables)*length(Y.lmi_variables))]; |
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89 | |
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90 | % Pre-calc identity (used a lot |
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91 | speyemy = sparse(1:my,1:my,1,my,my); |
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92 | |
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93 | % Linear terms |
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94 | inner_vector_product = (X.dim(1)==1 & Y.dim(2)==1 & (X.dim(2) == Y.dim(1))); |
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95 | if inner_vector_product |
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96 | base1=Xbase*Y.basis;base1=base1(2:end); |
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97 | base2=Ybase.'*X.basis;base2=base2(2:end); |
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98 | [i1,j1,k1]=find(base1); |
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99 | [i2,j2,k2]=find(base2); |
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100 | base1 = sparse(i1,iY(j1),k1,1,length(all_lmi_variables)); |
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101 | base2 = sparse(i2,iX(j2),k2,1,length(all_lmi_variables)); |
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102 | Z.basis = [Xbase*Ybase base1+base2]; |
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103 | else |
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104 | base0 = Xbase*Ybase; |
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105 | if x_isscalar |
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106 | base1 = Xbase*Y.basis(:,2:end); |
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107 | base2 = Ybase(:)*X.basis(:,2:end); |
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108 | elseif y_isscalar |
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109 | base1 = Xbase(:)*Y.basis;base1=base1(:,2:end); |
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110 | base2 = X.basis*Ybase;base2=base2(:,2:end); |
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111 | else |
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112 | base1 = kron(speyemy,Xbase)*Y.basis(:,2:end); |
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113 | base2 = kron(Ybase.',speye(nx))*X.basis(:,2:end); |
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114 | end |
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115 | [i1,j1,k1]=find(base1); |
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116 | [i2,j2,k2]=find(base2); |
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117 | base1 = sparse(i1,iY(j1),k1,size(base0(:),1),length(all_lmi_variables)); |
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118 | base2 = sparse(i2,iX(j2),k2,size(base0(:),1),length(all_lmi_variables)); |
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119 | Z.basis = [base0(:) base1+base2]; |
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120 | end |
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121 | |
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122 | % Loop start for nonlinear terms |
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123 | i = length(all_lmi_variables)+1; |
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124 | |
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125 | [mt,oldvariabletype,mt_hash,hash] = yalmip('monomtable'); |
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126 | |
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127 | % Check if problem is bilinear. We can exploit this later |
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128 | % to improve performance significantly... |
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129 | bilinearproduct = 0; |
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130 | candofastlocation = 0; |
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131 | if all(oldvariabletype(X.lmi_variables)==0) & all(oldvariabletype(Y.lmi_variables)==0) |
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132 | % if isempty(intersect(X.lmi_variables,Y.lmi_variables)) |
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133 | if ~any(ismembc(X.lmi_variables,Y.lmi_variables)) |
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134 | bilinearproduct = 1; |
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135 | try |
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136 | dummy = ismembc2(1,1); % Not available in all versions (needed in ismember) |
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137 | candofastlocation = 1; |
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138 | catch |
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139 | end |
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140 | end |
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141 | end |
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142 | |
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143 | oldmt = mt; |
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144 | local_mt = mt(all_lmi_variables,:); |
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145 | used_variables = any(local_mt,1); |
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146 | local_mt = local_mt(:,used_variables); |
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147 | |
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148 | possibleOld = find(any(mt(:,used_variables),2)); |
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149 | if all(oldvariabletype <=3) |
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150 | % All monomials have non-negative integer powers |
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151 | % no chance of x^2*x^-1, hence all products |
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152 | % are nonlinear |
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153 | possibleOld = possibleOld(find(oldvariabletype(possibleOld))); |
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154 | if size(possibleOld,1)==0 |
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155 | possibleOld = []; |
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156 | end |
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157 | end |
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158 | |
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159 | if bilinearproduct & ~isempty(possibleOld) |
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160 | if length(X.lmi_variables)<=length(Y.lmi_variables) |
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161 | temp = mt(:,X.lmi_variables); |
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162 | temp = temp(possibleOld,:); |
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163 | possibleOld=possibleOld(find(any(temp,2))); |
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164 | else |
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165 | temp = mt(:,Y.lmi_variables); |
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166 | temp = temp(possibleOld,:); |
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167 | possibleOld=possibleOld(find(any(temp,2))); |
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168 | end |
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169 | end |
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170 | |
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171 | theyvars = find(index_Y); |
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172 | thexvars = find(index_X); |
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173 | |
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174 | possibleOldHash = mt_hash(possibleOld); |
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175 | oldhash = hash; |
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176 | hash = hash(used_variables); |
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177 | new_mt_hash = []; |
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178 | new_mt_hash_transpose = []; |
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179 | new_mt = []; |
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180 | changed_mt = 0; |
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181 | local_mt = local_mt'; |
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182 | nvar = size(mt,1); |
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183 | |
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184 | for ix = thexvars(:)' |
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185 | |
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186 | mt_x = local_mt(:,ix); |
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187 | |
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188 | testthese = theyvars(:)'; |
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189 | |
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190 | % Compute [vec(Xbasis*Ybasis1) vec(Xbasis*Ybasis2) ...] |
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191 | % in one shot using vectorization and Kronecker tricks |
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192 | % Optimized and treat special case scalar*matrix etc |
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193 | if x_isscalar |
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194 | Xibase = X.basis(:,1+index_X(ix)); |
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195 | allprodbase = Xibase * Y.basis(:,1+index_Y(testthese)); |
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196 | elseif y_isscalar |
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197 | Xibase = X.basis(:,1+index_X(ix)); |
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198 | allprodbase = Xibase * Y.basis(:,1+index_Y(testthese)); |
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199 | elseif inner_vector_product |
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200 | Xibase = X.basis(:,1+index_X(ix)).'; |
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201 | allprodbase = Xibase*Y.basis(:,1+index_Y(testthese)); |
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202 | else |
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203 | Xibase = reshape(X.basis(:,1+index_X(ix)),nx,mx); |
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204 | temp = kron(speyemy,Xibase); |
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205 | allprodbase = temp * Y.basis(:,1+index_Y(testthese)); |
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206 | end |
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207 | |
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208 | % Keep non-zero matrices |
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209 | nonzeromatrices = find(sum(abs(allprodbase),1)>1e-12); |
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210 | testthese = testthese(nonzeromatrices); |
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211 | allprodbase = allprodbase(:,nonzeromatrices); |
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212 | |
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213 | % Some data for vectorization |
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214 | nyvars = length(testthese); |
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215 | if prod(size(mt_x))==1 % Bug in Solaris and Linux, ML 6.X |
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216 | allmt_xplusy = local_mt(:,testthese) + sparse(repmat(full(mt_x),1,nyvars)); |
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217 | else |
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218 | allmt_xplusy = local_mt(:,testthese) + repmat(mt_x,1,nyvars); |
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219 | end |
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220 | allhash = allmt_xplusy'*hash; |
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221 | thesewhereactuallyused = zeros(1,nyvars); |
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222 | copytofrom = ones(1,nyvars); |
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223 | acounter = 0; |
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224 | |
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225 | |
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226 | % Special case : x*inv(x) and similiar... |
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227 | sum_to_constant = abs(allhash)<eps; |
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228 | add_these = find(sum_to_constant); |
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229 | if ~isempty(add_these) |
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230 | prodbase = allprodbase(:,add_these); |
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231 | Z.basis(:,1) = Z.basis(:,1) + sum(prodbase,2); |
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232 | copytofrom(add_these) = 0; |
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233 | end |
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234 | indicies = find(~sum_to_constant); |
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235 | indicies = indicies(:)'; |
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236 | |
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237 | allbefore_in_old = 1; |
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238 | if bilinearproduct & candofastlocation |
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239 | [dummy,allbefore_in_old] = ismember(allhash,possibleOldHash); |
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240 | end |
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241 | |
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242 | |
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243 | if bilinearproduct & candofastlocation & (nnz(allbefore_in_old)==0) |
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244 | % All nonlinear variables are new, so we can create them at once |
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245 | changed_mt=1; |
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246 | thesewhereactuallyused = thesewhereactuallyused+1; |
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247 | Z.lmi_variables(i:(i+length(indicies)-1)) = (nvar+1):(nvar+length(indicies)); |
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248 | nvar = nvar + length(indicies); |
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249 | i = i + length(indicies); |
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250 | else |
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251 | isemptynew_mt_hash = isempty(new_mt_hash); |
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252 | |
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253 | for acounter = indicies |
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254 | |
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255 | current_hash = allhash(acounter); |
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256 | |
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257 | % Ok, braze your self for some horrible special case |
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258 | % treatment etc... |
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259 | if isemptynew_mt_hash | bilinearproduct % only search among old monomials |
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260 | if bilinearproduct & candofastlocation |
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261 | before = allbefore_in_old(acounter); |
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262 | if before==0 |
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263 | before = []; |
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264 | else |
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265 | before = possibleOld(before); |
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266 | end |
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267 | else |
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268 | before = possibleOld(findhash(possibleOldHash,current_hash)); |
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269 | % before = possibleOld(findhash(possibleOldHash,current_hash,length(possibleOldHash))); |
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270 | end |
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271 | else |
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272 | before = findhash(new_mt_hash,current_hash); % first among new monomials |
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273 | % before = findhash(new_mt_hash_transpose,current_hash,topp); % first among new monomials |
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274 | if before % Try new if we failed finding any match |
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275 | before=before+size(mt_hash,1); |
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276 | else |
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277 | before = possibleOld(findhash(possibleOldHash,current_hash)); |
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278 | % before = possibleOld(findhash(possibleOldHash,current_hash,length(possibleOldHash))); |
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279 | end |
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280 | end |
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281 | if before |
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282 | Z.lmi_variables(i) = before; |
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283 | else |
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284 | changed_mt=1; |
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285 | isemptynew_mt_hash=0; |
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286 | thesewhereactuallyused(acounter) = 1; |
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287 | if ~bilinearproduct % We don't need to update until later since it not is used inside the loop |
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288 | new_mt_hash = [new_mt_hash;current_hash]; |
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289 | % new_mt_hash_transpose(topp) = current_hash;topp = topp + 1; |
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290 | end |
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291 | nvar = nvar + 1; |
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292 | Z.lmi_variables(i) = nvar; |
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293 | end |
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294 | i = i+1; |
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295 | end |
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296 | end |
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297 | if all(copytofrom) |
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298 | Z.basis = [Z.basis allprodbase]; |
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299 | else |
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300 | Z.basis = [Z.basis allprodbase(:,find(copytofrom))]; |
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301 | end |
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302 | if all(thesewhereactuallyused) |
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303 | new_mt = [new_mt allmt_xplusy]; |
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304 | else |
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305 | new_mt = [new_mt allmt_xplusy(:,find(thesewhereactuallyused))]; |
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306 | end |
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307 | if bilinearproduct |
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308 | new_mt_hash = [new_mt_hash;allhash(find(thesewhereactuallyused))]; |
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309 | end |
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310 | end |
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311 | % |
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312 | % try |
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313 | % new_mt_hash_transpose = new_mt_hash_transpose(1:topp-1); |
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314 | % norm(new_mt_hash_transpose-new_mt_hash); |
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315 | % catch |
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316 | % 1 |
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317 | % end |
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318 | |
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319 | if ~isempty(new_mt) |
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320 | [i1,j1,k1] = find(mt); |
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321 | [ii1,jj1,kk1] = find(new_mt'); |
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322 | uv = find(used_variables);uv=uv(:); |
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323 | mt = sparse([i1(:);ii1(:)+size(mt,1)],[j1(:);uv(jj1(:))],[k1(:);kk1(:)],size(mt,1)+size(new_mt,2),size(mt,2)); |
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324 | end |
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325 | |
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326 | % We pre-allocated a sufficiently long, now pick the ones we |
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327 | % actually filled with values |
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328 | Z.lmi_variables = Z.lmi_variables(1:i-1); |
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329 | |
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330 | % Fucked up order (lmi_variables should be sorted) |
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331 | if any(diff(Z.lmi_variables)<0) |
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332 | [i,j]=sort(Z.lmi_variables); |
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333 | Z.basis = [Z.basis(:,1) Z.basis(:,j+1)]; |
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334 | Z.lmi_variables = Z.lmi_variables(j); |
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335 | end |
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336 | |
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337 | [un_Z_vars2] = uniquestripped(Z.lmi_variables); |
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338 | if length(un_Z_vars2) < length(Z.lmi_variables) |
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339 | [un_Z_vars,hh,jj] = unique(Z.lmi_variables); |
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340 | if length(Z.lmi_variables) ~=length(un_Z_vars) |
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341 | Z.basis = Z.basis*sparse([1 1+jj],[1 1+(1:length(jj))],ones(1,1+length(jj)))'; |
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342 | Z.lmi_variables = un_Z_vars; |
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343 | end |
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344 | end |
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345 | |
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346 | if changed_mt%~isequal(mt,oldmt) |
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347 | newmt = mt(size(oldmt,1)+1:end,:); |
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348 | nonlinear = ~(sum(newmt,2)==1 & sum(newmt~=0,2)==1); |
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349 | newvariabletype = spalloc(size(newmt,1),1,nnz(nonlinear))'; |
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350 | nonlinearvariables = find(nonlinear); |
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351 | newvariabletype = sparse(nonlinearvariables,ones(length(nonlinearvariables),1),3,size(newmt,1),1)'; |
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352 | if ~isempty(nonlinear) |
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353 | %mt = internal_sdpvarstate.monomtable; |
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354 | %newvariabletype(nonlinear) = 3; |
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355 | quadratic = sum(newmt,2)==2; |
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356 | newvariabletype(quadratic) = 2; |
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357 | bilinear = max(newmt,[],2)<=1; |
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358 | newvariabletype(bilinear & quadratic) = 1; |
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359 | sigmonial = any(0>newmt,2) | any(newmt-fix(newmt),2); |
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360 | newvariabletype(sigmonial) = 4; |
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361 | end |
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362 | yalmip('setmonomtable',mt,[oldvariabletype newvariabletype],[mt_hash;new_mt_hash],oldhash); |
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363 | end |
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364 | |
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365 | if ~(x_isscalar | y_isscalar) |
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366 | Z.dim(1) = X.dim(1); |
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367 | Z.dim(2) = Y.dim(2); |
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368 | else |
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369 | Z.dim(1) = max(X.dim(1),Y.dim(1)); |
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370 | Z.dim(2) = max(X.dim(2),Y.dim(2)); |
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371 | end |
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372 | catch |
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373 | error(lasterr) |
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374 | end |
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375 | % Reset info about conic terms |
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376 | Z.conicinfo = [0 0]; |
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377 | Z = clean(Z); |
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378 | |
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379 | case 2 |
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380 | |
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381 | n_X = X.dim(1); |
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382 | m_X = X.dim(2); |
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383 | [n_Y,m_Y] = size(Y); |
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384 | |
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385 | x_isscalar = (n_X*m_X==1); |
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386 | y_isscalar = (n_Y*m_Y==1); |
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387 | |
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388 | if ~x_isscalar |
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389 | if ((m_X~= n_Y & ~y_isscalar)) |
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390 | error('Inner matrix dimensions must agree.') |
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391 | end |
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392 | end |
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393 | |
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394 | n = n_X; |
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395 | m = m_Y; |
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396 | Z = X; |
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397 | |
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398 | if x_isscalar |
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399 | if y_isscalar |
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400 | if Y==0 |
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401 | Z = 0; |
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402 | return |
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403 | else |
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404 | Z.basis = Z.basis*Y; |
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405 | % Reset info about conic terms |
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406 | Z.conicinfo = [0 0]; |
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407 | return |
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408 | end |
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409 | else |
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410 | Z.dim(1) = n_Y; |
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411 | Z.dim(2) = m_Y; |
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412 | Z.basis = kron(Z.basis,Y(:)); |
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413 | Z.conicinfo = [0 0]; |
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414 | Z = clean(Z); |
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415 | return |
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416 | end |
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417 | elseif y_isscalar |
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418 | Z.dim(1) = n_X; |
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419 | Z.dim(2) = m_X; |
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420 | Z.basis = Z.basis*Y; |
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421 | Z.conicinfo = [0 0]; |
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422 | Z = clean(Z); |
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423 | return |
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424 | end |
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425 | |
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426 | Z.dim(1) = n; |
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427 | Z.dim(2) = m; |
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428 | Z.basis = kron(Y.',speye(n_X))*X.basis; |
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429 | Z.conicinfo = [0 0]; |
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430 | Z = clean(Z); |
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431 | |
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432 | case 1 |
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433 | |
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434 | n_Y = Y.dim(1); |
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435 | m_Y = Y.dim(2); |
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436 | [n_X,m_X] = size(X); |
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437 | |
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438 | x_isscalar = (n_X*m_X==1); |
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439 | y_isscalar = (n_Y*m_Y==1); |
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440 | |
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441 | if ~x_isscalar |
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442 | if ((m_X~= n_Y & ~y_isscalar)) |
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443 | error('Inner matrix dimensions must agree.') |
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444 | end |
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445 | end |
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446 | |
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447 | n = n_X; |
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448 | m = m_Y; |
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449 | Z = Y; |
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450 | |
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451 | % Special cases |
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452 | if x_isscalar |
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453 | if y_isscalar |
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454 | if X==0 |
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455 | Z = 0; |
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456 | return |
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457 | else |
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458 | Z.basis = Z.basis*X; |
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459 | Z.conicinfo = [0 0]; |
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460 | return |
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461 | end |
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462 | else |
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463 | Z.dim(1) = n_Y; |
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464 | Z.dim(2) = m_Y; |
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465 | try |
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466 | Z.basis = sparse(X)*Y.basis; |
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467 | catch |
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468 | % This works better when low on memory in some cases |
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469 | [i,j,k] = find(Y.basis); |
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470 | Z.basis = sparse(i,j,X*k,size(Y.basis,1),size(Y.basis,2)); |
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471 | end |
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472 | Z.conicinfo = [0 0]; |
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473 | Z = clean(Z); |
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474 | return |
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475 | end |
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476 | elseif y_isscalar |
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477 | Z.dim(1) = n_X; |
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478 | Z.dim(2) = m_X; |
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479 | Z.basis = X(:)*Y.basis; |
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480 | Z = clean(Z); |
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481 | return |
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482 | end |
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483 | |
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484 | if m_Y==1 |
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485 | Z.basis = X*Y.basis; |
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486 | else |
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487 | try |
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488 | speyemy = speye(m_Y); |
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489 | kronX = kron(speyemy,X); |
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490 | Z.basis = kronX*Y.basis; |
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491 | catch |
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492 | for i = 1:size(Y.basis,2); |
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493 | dummy = X*reshape(Y.basis(:,i),Y.dim(1),Y.dim(2)); |
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494 | Z.basis(:,i) = dummy(:); |
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495 | end |
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496 | end |
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497 | end |
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498 | Z.dim(1) = n; |
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499 | Z.dim(2) = m; |
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500 | Z.conicinfo = [0 0]; |
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501 | Z = clean(Z); |
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502 | |
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503 | otherwise |
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504 | error('Logical error in mtimes. Report bug') |
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505 | end |
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506 | |
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507 | |
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508 | |
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509 | function Z=clean(X) |
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510 | temp = any(X.basis,1); |
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511 | temp = temp(2:end); |
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512 | index = find(temp); |
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513 | if ~isempty(index) |
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514 | Z = X; |
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515 | if length(index)~=length(Z.lmi_variables) |
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516 | Z.basis = Z.basis(:,[1 1+index]); |
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517 | Z.lmi_variables = Z.lmi_variables(index); |
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518 | end |
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519 | else |
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520 | Z = full(reshape(X.basis(:,1),X.dim(1),X.dim(2))); |
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521 | end |
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