Semidefinite

SparesPOP is a MATLAB implementation of a sparse semidefinite programming (SDP) relaxation method proposed for polynomial optimization problems (POPs). Please send a message to kojima-spop@is.titech.ac.jp if you have any question and/or request. Features . A MATLAB implementation of sparse...


Platforms: *nix

This script is capable of solving a convex quadratic programming problem by Wolf's method. For the convergence of the algorithm it is necessary that either Hessian of the objective function be positive definite or positive semidefinite Hessian with linear term zero. For theory of Wolf method and...


Platforms: Matlab

CapSim is an open-source planar physics simulator designed for academic purposes.The main features are:* Simple yet full featured, %100 Matalab code for readability and modifiability, perfect for research.* Planar capsules (a capsule is a segment with a radius) can be connected in arbitrary...


Platforms: Matlab

This script shows how to compute a Diffusion Tensor (DTI) from a given DW-MRI (Diffusion-Weighted MRI) dataset. The method guarantees that the estimated tensor is positive-definite or at least positive semi-definite. The implementation is based on the article by A. Barmpoutis and B.C. Vemuri, "A...


Platforms: Matlab

PCG Preconditioned Conjugate Gradients Method is a replacement of the standard built-in PCG code. Two new options are implemented: 'flex' and 'null'. The 'flex' option changes the standard PCG algorithm into the flexible one. It allows using sophisticated preconditioning, not limited to the...


Platforms: Matlab

This function performs kernel version of kmeans algorithm. When the linear kernel (i.e., inner product) is used, the algorithm is equivalent to standard kmeans algorithm.InputK: n x n a semi-definite matrix computed by a kernel function on all sample pairsm: the number of clusters k (1 x 1) or...


Platforms: Matlab

Solves a common algebraic Riccati equation using Schur decomposition.This function solves an algebraic Riccati equation of the form:A'*X + X*A' - X*G*X + Q = 0,where A, G, and Q are given and X is the symmetric solution. All terms are real nxn matrices and G and Q are positive semi-definite.A...


Platforms: Matlab

R = CRR(S) computes the radius of the mean-centered interval, circle, or sphere with 95% probability given S, which is either a vector of standard deviations or a covariance matrix from a multivariate normal distribution. If S is a real, symmetric, positive semidefinite matrix, CRR(S) is...


Platforms: Matlab