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More efficient and less intrusive quadform #444

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Merged
merged 5 commits into from
Jul 5, 2021
Merged

More efficient and less intrusive quadform #444

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263bac8
small change to make it work
lrnv Jul 2, 2021
30bbcf6
Update src/atoms/second_order_cone/quadform.jl
lrnv Jul 2, 2021
93ce51b
Update src/atoms/second_order_cone/quadform.jl
lrnv Jul 2, 2021
48796c5
Adding a test
lrnv Jul 5, 2021
cb3c2fd
Update src/problem_depot/problems/socp.jl
lrnv Jul 5, 2021
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8 changes: 3 additions & 5 deletions src/atoms/second_order_cone/quadform.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -9,17 +9,15 @@ function quadform(x::AbstractExpr, A::Value)
if !issymmetric(A)
error("Quadratic form only defined for symmetric matrices")
end
V = eigvals(Symmetric(Matrix(A)))

if all(V .>= 0)
if isposdef(A)
factor = 1
elseif all(V .<= 0)
elseif isposdef(.-A)
factor = -1
else
error("Quadratic forms supported only for semidefinite matrices")
end

P = real(sqrt(Matrix(factor * A)))
P = real(sqrt(Hermitian(factor * A)))
return factor * square(norm2(P * x))
end

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