69 lines
1.2 KiB
Matlab
69 lines
1.2 KiB
Matlab
function G = findG(Rhat)
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[F,D] = size(Rhat); F = F/2;
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% Build matrix Q such that Q * v = [1,...,1,0,...,0] where v is a six
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% element vector containg all six distinct elements of the Matrix C
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%clear Q
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for f = 1:F,
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g = f + F;
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h = g + F;
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Q(f,:) = zt2(Rhat(f,:), Rhat(f,:));
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Q(g,:) = zt2(Rhat(g,:), Rhat(g,:));
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Q(h,:) = zt2(Rhat(f,:), Rhat(g,:));
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end
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% Solve for v
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rhs = [ones(2*F,1); zeros(F,1)];
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v = Q \ rhs;
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% C is a symmetric 3x3 matrix such that C = G * transpose(G)
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n = 1;
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for x = 1:D,
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for y = x:D,
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C(x,y) = v(n); C(y,x) = v(n);
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n = n+1;
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end;
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end;
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e = eig(C);
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%disp(e)
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if (any(e<= 0)),
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[uu,dd,vv] = svd(C);
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G = uu*sqrt(dd);
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cc = G*G';
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err = sum((cc(:)-C(:)).^2);
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%if err>0.03,
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if 0 & err>30,
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G = [];
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dbstack; keyboard
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end;
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else
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G = sqrtm(C);
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end
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%neg = 0;
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%if e(1) <= 0, neg = 1; end
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%if e(2) <= 0, neg = 1; end
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%if e(3) <= 0, neg = 1; end
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%if neg == 1, G = [];
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%else G = sqrtm(C);
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%end
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%-------------------------------------------------
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function M = zt2(i,j)
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D = length(i);
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M = [];
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for x = 1:D,
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for y = x:D,
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if x==y, M = [M, i(x)*j(y)];
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else, M = [M, i(x)*j(y)+i(y)*j(x)];
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end;
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end;
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end;
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