utilities.py 文件源码

def dc_split(self, use_eigen_split=False):
        n = self.P.shape[0]

        if self.P.nnz == 0: # P is zero
            P1, P2 = sp.csr_matrix((n, n)), sp.csr_matrix((n, n))
        if use_eigen_split:
            lmb, Q = LA.eigh(self.P.todense())
            P1 = sum([Q[:, i]*lmb[i]*Q[:, i].T for i in range(n) if lmb[i] > 0])
            P2 = sum([-Q[:, i]*lmb[i]*Q[:, i].T for i in range(n) if lmb[i] < 0])
            assert abs(np.sum(P1 - P2 - self.P)) < 1e-8
        else:
            lmb_min = np.min(LA.eigh(self.P.todense())[0])
            if lmb_min < 0:
                P1 = self.P + (1-lmb_min)*sp.identity(n)
                P2 = (1-lmb_min)*sp.identity(n)
            else:
                P1 = self.P
                P2 = sp.csr_matrix((n, n))
        f1 = QuadraticFunction(P1, self.q, self.r)
        f2 = QuadraticFunction(P2, sp.csc_matrix((n, 1)), 0)
        return (f1, f2)

    # Returns the one-variable function when regarding f(x)
    # as a quadratic expression in x[k].
    # f is an instance of QuadraticFunction
    # return value is an instance of OneVarQuadraticFunction
    # TODO: speedup