Created
December 16, 2012 21:59
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check quadratic formulation in symmetric Q
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function [y,x] = make_quad(Q) | |
n=size(Q,1); | |
x=sym('x', [n 1]); | |
assume(x,'real'); | |
y=simplify(1/2 * x' * Q * x); | |
end |
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>> % Consider f(x) = x1^2 + 3x1x2 + x2^2. We want to express this as 1/2 * x' * Q * x. | |
>> % I think this Q should be right: | |
>> Q=[2 3;3 2] | |
Q = | |
2 3 | |
3 2 | |
>> % Let's verify: | |
>> [y,x]=make_quad(Q) | |
y = | |
x1^2 + 3*x1*x2 + x2^2 | |
x = | |
x1 | |
x2 | |
>> % Guess I was right! | |
>> % It should work on larger problems too: | |
>> Q=[ 1 0 3/2 | |
0 0 5/2 | |
3/2 5/2 10]; | |
>> [y,x]=check_Q(Q) | |
y = | |
x1^2/2 + (3*x1*x3)/2 + 5*x3^2 + (5*x2*x3)/2 | |
x = | |
x1 | |
x2 | |
x3 | |
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