Conversion Between Decision and Matrix Variables
While LMIs are specified in terms of their matrix variables
X1, . . . ,
XK , the LMI solvers optimize the vector
x of free scalar entries of these matrices, called the decision
variables. The two functions mat2dec
and dec2mat
perform the conversion between these two descriptions of the
problem variables.
Consider an LMI system with three matrix variables
X1,
X2,
X3. Given particular values
X1
, X2
, X3
of these
variables, the corresponding value xdec
of the vector of decision
variables is returned by mat2dec
:
xdec = mat2dec(LMISYS,X1,X2,X3)
An error is issued if the number of arguments following LMISYS
differs from the number of matrix variables in the problem (see matnbr
).
Conversely, given a value xdec
of the vector of decision variables,
the corresponding value of the k-th matrix is given by dec2mat
. For instance, the value X2
of the second
matrix variable is extracted from xdec
by
X2 = dec2mat(LMISYS,xdec,2)
The last argument indicates that the second matrix variable is requested. It could be
set to the matrix variable identifier returned by lmivar
.
The total numbers of matrix variables and decision variables are returned by matnbr
and decnbr
, respectively. In addition, the
function decinfo
provides precise information
about the mapping between decision variables and matrix variable entries.