[37] | 1 | function varargout = geomean2(varargin) |
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| 2 | %GEOMEAN2 Nonlinear operator in YALMIP |
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| 3 | % |
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| 4 | % t = GEOMEAN2(X) |
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| 5 | % |
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| 6 | % For Hermitian matrix X, returns det(X)^(1/(2^ceil(log2(length(X))))) |
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| 7 | % |
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| 8 | % For real vector X, returns prod(X)^(1/(2^ceil(log2(length(X))))) |
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| 9 | % |
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| 10 | % This concave function is monotonically growing in det(P) |
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| 11 | % for P>0, so it can be used for maximizing det(P), |
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| 12 | % or to add lower bound constraints on the determinant. |
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| 13 | % |
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| 14 | % When GEOMEAN2 is used in a problem, the domain constraint |
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| 15 | % set(X>0) is automatically added to the problem. |
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| 16 | % |
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| 17 | % Note that the function is the geometric mean of |
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| 18 | % the elements (or eigenvalues) if the dimension of |
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| 19 | % X is a power of 2, hence the name GEOMEAN2. |
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| 20 | % |
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| 21 | % See also SDPVAR, SDPVAR/GEOMEAN, SUMK, SUMABSK |
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| 22 | |
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| 23 | % Author Johan Löfberg |
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| 24 | % $Id: geomean2.m,v 1.1 2006/03/30 13:36:39 joloef Exp $ |
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| 25 | |
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| 26 | switch class(varargin{1}) |
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| 27 | |
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| 28 | case 'double' % What is the numerical value of this argument (needed for displays etc) |
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| 29 | X = varargin{1}; |
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| 30 | [n,m] = size(X); |
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| 31 | if min(n,m)==1 |
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| 32 | varargout{1} = prod(X)^(1/(2^ceil(log2(length(X))))); |
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| 33 | else |
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| 34 | if norm(X-X')<n*eps |
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| 35 | varargout{1} = (real(det(X)))^(1/(2^ceil(log2(length(X))))); |
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| 36 | else |
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| 37 | error('GEOMEAN2 can only be applied to real vectors and Hermitian matrices'); |
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| 38 | end |
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| 39 | end |
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| 40 | |
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| 41 | case 'sdpvar' % Overloaded operator for SDPVAR objects. Pass on args and save them. |
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| 42 | X = varargin{1}; |
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| 43 | [n,m] = size(X); |
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| 44 | if is(varargin{1},'hermitian') | min(n,m)==1 |
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| 45 | varargout{1} = yalmip('addextendedvariable',mfilename,varargin{:}); |
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| 46 | else |
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| 47 | error('GEOMEAN2 can only be applied to real vectors and Hermitian matrices'); |
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| 48 | end |
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| 49 | |
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| 50 | case 'char' % YALMIP send 'model' when it wants the epigraph or hypograph |
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| 51 | if isequal(varargin{1},'graph') |
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| 52 | t = varargin{2}; % Second arg is the extended operator variable |
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| 53 | X = varargin{3}; % Third arg and above are the args user used when defining t. |
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| 54 | varargout{1} = detset(t,X); |
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| 55 | if issymmetric(X) |
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| 56 | varargout{2} = struct('convexity','concave','monotonicity','none','definiteness','positive'); |
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| 57 | else |
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| 58 | varargout{2} = struct('convexity','concave','monotonicity','increasing','definiteness','positive'); |
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| 59 | end |
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| 60 | varargout{3} = X; |
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| 61 | else |
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| 62 | end |
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| 63 | otherwise |
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| 64 | end |
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