1 | function test_sdpvar_geomean |
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2 | |
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3 | % Test real vector geomean, length == 2^n |
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4 | randn('seed',1234); |
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5 | rand('seed',1234); |
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6 | A = randn(15,2); |
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7 | b = rand(15,1)*5; |
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8 | x = sdpvar(2,1); |
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9 | obj = geomean(b-A*x); |
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10 | solvesdp([],-obj); |
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11 | mbg_asserttolequal(double(x'), [-0.05519469470525 0.26970610928222], 1e-5); |
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12 | mbg_asserttolequal(double(obj), 1.83896843735621, 1e-5); |
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13 | |
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14 | % Test real vector geomean, length == 2^n |
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15 | randn('seed',1234); |
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16 | rand('seed',1234); |
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17 | A = randn(16,2); |
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18 | b = rand(16,1)*5; |
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19 | x = sdpvar(2,1); |
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20 | obj = geomean(b-A*x); |
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21 | solvesdp([],-obj); |
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22 | mbg_asserttolequal(double(x'), [ -0.01148934254297 -0.20720944929269], 1e-5); |
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23 | mbg_asserttolequal(double(obj), 1.93924577959868, 1e-5); |
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24 | |
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25 | % Test real vector geomean, length == 1 |
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26 | randn('seed',1234); |
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27 | rand('seed',1234); |
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28 | A = randn(1,2); |
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29 | b = rand(1,1)*5; |
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30 | x = sdpvar(2,1); |
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31 | obj = geomean(b-A*x); |
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32 | sol = solvesdp([],-obj); |
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33 | mbg_asserttolequal(sol.problem,2); |
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34 | |
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35 | % Test real matrix geomean, length ~2^n |
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36 | randn('seed',1234); |
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37 | rand('seed',1234); |
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38 | D = randn(5,5); |
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39 | P = sdpvar(5,5); |
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40 | obj = geomean(P); |
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41 | solvesdp(set(P < D*D'),-obj); |
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42 | mbg_asserttolequal(double(obj), 2.00333629658259, 1e-5); |
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43 | |
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44 | % Test real matrix geomean, length == 2^n |
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45 | randn('seed',1234); |
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46 | rand('seed',1234); |
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47 | D = randn(8,8); |
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48 | P = sdpvar(8,8); |
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49 | obj = geomean(P); |
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50 | solvesdp(set(P < D*D'),-obj); |
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51 | mbg_asserttolequal(double(obj), 3.32199302165511, 1e-5); |
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52 | |
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53 | % Test real matrix geomean, length == 2 |
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54 | randn('seed',1234); |
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55 | rand('seed',1234); |
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56 | D = randn(2,2); |
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57 | P = sdpvar(2,2); |
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58 | obj = geomean(P); |
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59 | solvesdp(set(P < D*D'),-obj); |
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60 | mbg_asserttolequal(double(obj), 2.02896175488410, 1e-5); |
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61 | |
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62 | % Test complex matrix geomean, length ~2^n |
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63 | randn('seed',1234); |
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64 | rand('seed',1234); |
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65 | D = randn(5,5)+sqrt(-1)*randn(5,5);D = D + D'+eye(5)*10; |
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66 | P = sdpvar(5,5,'he','co'); |
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67 | obj = geomean(P); |
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68 | solvesdp(set(P < D),-obj); |
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69 | mbg_asserttolequal(double(obj),9.07516376113709, 1e-5); |
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70 | |
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71 | % Test complex matrix geomean, length == 2^n |
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72 | randn('seed',1234); |
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73 | rand('seed',1234); |
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74 | D = randn(8,8)+sqrt(-1)*randn(8,8);D = D + D'+eye(8)*20; |
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75 | P = sdpvar(8,8,'he','co'); |
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76 | obj = geomean(P); |
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77 | solvesdp(set(P < D),-obj); |
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78 | mbg_asserttolequal(double(obj), 18.42071980565500, 1e-5); |
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