plateform stringclasses 1
value | repo_name stringlengths 13 113 | name stringlengths 3 74 | ext stringclasses 1
value | path stringlengths 12 229 | size int64 23 843k | source_encoding stringclasses 9
values | md5 stringlengths 32 32 | text stringlengths 23 843k |
|---|---|---|---|---|---|---|---|---|
github | F-Dominguez/Diffusion-Matlab-Code-master | Evolve_MPopulation.m | .m | Diffusion-Matlab-Code-master/Evolve_MPopulation.m | 5,941 | utf_8 | b1a69fe297475992c2cab1ed66c94e77 | %***********************************************************
%* Evolve_MPopulation *
%* Core of the program, the percolation is simulated here. *
%* By Francisco Dominguez *
%***********************************************************
%This is the c... |
github | F-Dominguez/Diffusion-Matlab-Code-master | Reshape_Variable.m | .m | Diffusion-Matlab-Code-master/Reshape_Variable.m | 2,538 | utf_8 | 25ac9603aaa7a2c5c98b5abee9fe69ff | %*********************************************************
%* Reshape_Variable *
%* Data Reshaping for 2d plots. *
%* By Francisco Dominguez *
%*********************************************************
%This script was made to... |
github | F-Dominguez/Diffusion-Matlab-Code-master | Graph_User_Int.m | .m | Diffusion-Matlab-Code-master/Graph_User_Int.m | 21,044 | utf_8 | 6687d8b29dbfe8b66b7a0a902e7be7e9 | %**********************************************************
%* GraphUserInt *
%* Graphical User Interface for dynamic plotting of data. *
%* By Francisco Dominguez *
%**********************************************************
%This is the Graphi... |
github | F-Dominguez/Diffusion-Matlab-Code-master | ex_guide_timergui.m | .m | Diffusion-Matlab-Code-master/ex_guide_timergui.m | 8,944 | utf_8 | dc94c5d7ae75caac75357216e8938ac5 | %*********************************************************
%* ex_guide_timergui *
%* Matlab generated code for the GUI. *
%* By Francisco Dominguez *
%*********************************************************
%This is part of the GUI... |
github | F-Dominguez/Diffusion-Matlab-Code-master | timebar.m | .m | Diffusion-Matlab-Code-master/timebar.m | 8,214 | utf_8 | 15e17e2697a003309ee51a489317c97c | %***************************************************
%* Timebar *
%* Modified waitbar function of Matlab to estimate *
%* time remaining. *
%***************************************************
%This is a modified version of MATLAB's waitbar functi... |
github | isetbio/UnitTestToolbox-master | pushToGithub.m | .m | UnitTestToolbox-master/@UnitTest/pushToGithub.m | 13,908 | utf_8 | 44111747bad4758b621ee842fb1b71dc | % Method to push ALL published HTML directories to github
function pushToGithub(obj, vScriptsList)
fprintf('\n------------------------------------------------------------------------------------------------------------');
fprintf('\nPushing to github (%s)', UnitTest.getPref('githubRepoURL'));
fprintf('... |
github | isetbio/UnitTestToolbox-master | assert.m | .m | UnitTestToolbox-master/@UnitTest/assert.m | 275 | utf_8 | a3f8703929470471833f53472cc68fe6 | % Ask whether passed expression is true.
function assert(expression,msgString)
if (~expression)
UnitTest.validationRecord('FAILED', ['Assertion ' msgString ' is false ']);
else
UnitTest.validationRecord('PASSED', ['Assertion ' msgString ' is true ']);
end
end
|
github | isetbio/UnitTestToolbox-master | initializeUnitTest.m | .m | UnitTestToolbox-master/@UnitTest/initializeUnitTest.m | 2,147 | utf_8 | 52d73ca490969654ba8340928a266a88 | % Method to initialize the instantiated @UnitTest object
function initializeUnitTest(obj)
% setup default validation params
for k = 1:numel(UnitTest.validationOptionNames)
eval(sprintf('obj.defaultValidationParams.%s = UnitTest.validationOptionDefaultValues{k};', UnitTest.validationOptionNames{k}));
... |
github | isetbio/UnitTestToolbox-master | importGroundTruthData.m | .m | UnitTestToolbox-master/@UnitTest/importGroundTruthData.m | 3,489 | utf_8 | 991647258e54cb9cd1915ea9334bb9de | % Method to import a ground truth data entry
function [validationData, extraData, validationTime, hostInfo] = importGroundTruthData(obj, dataFileName)
% Choose loading strategy and delegate to subfunction.
if (obj.useRemoteDataToolbox)
[validationData, extraData, validationTime, hostInfo] = fromRemoteDa... |
github | isetbio/UnitTestToolbox-master | describeValidationOptions.m | .m | UnitTestToolbox-master/@UnitTest/describeValidationOptions.m | 675 | utf_8 | d71e47254adbb6f0fc7b7ac2a6383fd2 | % Method to print what validation options are available and their default values
function describeValidationOptions()
fprintf('\nAvailable validation options and their default values:\n');
for k = 1:numel(UnitTest.validationOptionNames)
if ischar(UnitTest.validationOptionDefaultValues{k})
fp... |
github | isetbio/UnitTestToolbox-master | roundToNdigits.m | .m | UnitTestToolbox-master/@UnitTest/roundToNdigits.m | 355 | utf_8 | 207d505ae211099ad97e615f2e29319e | % Method to round numeric values to N decimal digits
function roundedValue = roundToNdigits(numericValue, decimalDigits)
if (isempty(numericValue))
roundedValue = numericValue;
return;
end
truncator = 10^(-decimalDigits);
roundedValue = sign(numericValue) .* round(abs(numericVa... |
github | isetbio/UnitTestToolbox-master | assertIsZero.m | .m | UnitTestToolbox-master/@UnitTest/assertIsZero.m | 592 | utf_8 | 84fa9ffb08291fd58d5c0ae80a8ecbb9 | % Ask whether passed expression is within tolerance of zero.
function assertIsZero(diffExpression,exprString,tolerance)
%% Do the comparison
if (max(abs(diffExpression(:)) > tolerance))
message = sprintf('%s differs from zero by more than tolerance (%0.1g). [Diff: %g]', exprString, tolerance, max(a... |
github | isetbio/UnitTestToolbox-master | setPref.m | .m | UnitTestToolbox-master/@UnitTest/setPref.m | 1,705 | utf_8 | 8ba4a0cb554ca961ff7db4d6f1a5d787 | % Method to set a preference for the current project
function setPref(preferenceName, value)
% Get current project name
theProjectName = getpref('UnitTest', 'projectName');
if ~(ispref(theProjectName, preferenceName))
error('''%s is not a valid preference name', preferenceName);
end
... |
github | isetbio/UnitTestToolbox-master | closeAllNonDataMismatchFigures.m | .m | UnitTestToolbox-master/@UnitTest/closeAllNonDataMismatchFigures.m | 518 | utf_8 | 1d16bf77ed79d4d294cdb0216ed17248 | % Method to close all non-data mismatch figures
function closeAllNonDataMismatchFigures()
% Deal with this 2014b issue ? later.
if (1==2)
% Get all open figure objects
fh = findall(0,'type','figure');
% Go through each open figure and if it is NOT a data mismatch
% figure, clo... |
github | isetbio/UnitTestToolbox-master | extraData.m | .m | UnitTestToolbox-master/@UnitTest/extraData.m | 946 | utf_8 | 7334b8c3d92f619cd8bcbb9406eacee9 | % Method to add new data to the extra data struct
function data = extraData(varargin)
data = [];
persistent extraData
if ischar(varargin{1}) && ischar(varargin{2}) && (strcmp(varargin{1}, 'command')) && (strcmp(varargin{2}, 'init'))
extraData = struct();
return;
end
if... |
github | isetbio/UnitTestToolbox-master | describeRunTimeOptions.m | .m | UnitTestToolbox-master/@UnitTest/describeRunTimeOptions.m | 646 | utf_8 | 7d9de180df3596d4d538464e4cf5df49 | % Method to print what runtime options are available and their default values
function describeRunTimeOptions()
fprintf('\nAvailable runTime options and their default values:\n');
for k = 1:numel(UnitTest.runTimeOptionNames)
if ischar(UnitTest.runTimeOptionDefaultValues{k})
fprintf('\t %-25s... |
github | isetbio/UnitTestToolbox-master | queryUserWhetherToReallyGenerateGroundTruth.m | .m | UnitTestToolbox-master/@UnitTest/queryUserWhetherToReallyGenerateGroundTruth.m | 2,248 | utf_8 | 502c12b625b1e51df05508bdd3c3dec1 | % Method to query the user whether to really generate ground truth
% (only evoked if the validation data set is not found)
function [forceGenerateGroundTruth, cancelRun] = queryUserWhetherToReallyGenerateGroundTruth(obj, validationMode, scriptName)
generateDataForAllScripts = upper('Yes, generate missing ground tr... |
github | isetbio/UnitTestToolbox-master | publishProjectTutorials.m | .m | UnitTestToolbox-master/@UnitTest/publishProjectTutorials.m | 16,153 | utf_8 | b10753a550a903e90450aab45ca1f8d3 | % Method to publish a project's tutorials
function publishProjectTutorials(p, scriptsToSkip, scriptCollection)
% Unload params struct
% These are:
% - rootDirectory
% - ghPagesCloneDir
% - wikiCloneDir
% - tutorialsSourceDir
% - tutorialsTargetHTMLsubdir
% - tutorialDocsURL
% - verb... |
github | isetbio/UnitTestToolbox-master | removeValidationDataDir.m | .m | UnitTestToolbox-master/@UnitTest/removeValidationDataDir.m | 350 | utf_8 | d3ced89886502dbd5418e76565490e86 | % Method to remove the root validationData directory
function removeValidationDataDir(obj)
if (exist(obj.validationDataDir, 'dir'))
fprintf('\nRemoving validation data directory ''%s''.\n', obj.validationDataDir);
rmpath(obj.validationDataDir);
system(sprintf('rm -r -f %s', obj.validationD... |
github | isetbio/UnitTestToolbox-master | displayNicelyFormattedStruct.m | .m | UnitTestToolbox-master/@UnitTest/displayNicelyFormattedStruct.m | 3,714 | utf_8 | 94156eccf3a07fe4527ddfb532048060 | % Method to display a nicely formatted view of all the fields in a nested structure
function s = displayNicelyFormattedStruct(varargin)
if (nargin ~= 4)
error('Usage: displayNicelyFormattedStruct(structVar, structName, '''', maxFieldWidth)');
else
datum = varargin{1};
datumName = varargi... |
github | isetbio/UnitTestToolbox-master | usePreferencesForProject.m | .m | UnitTestToolbox-master/@UnitTest/usePreferencesForProject.m | 4,103 | utf_8 | cf862a9711932fbdc8a48c3922b4c73a | % Method to select the preference group corresponding to the given project
function usePreferencesForProject(theProjectName, initMode)
if ((nargin == 0) || (~ischar(theProjectName)))
error('''UnitTest.usePreferencesForProject()'' requires a character string as its only argument');
end
setpref(... |
github | isetbio/UnitTestToolbox-master | validate.m | .m | UnitTestToolbox-master/@UnitTest/validate.m | 38,802 | utf_8 | ebb3c1b6d1cfa4037dd8876814edfbbf | % Main validation engine
function abortValidationSession = validate(obj, vScriptsToRunList)
% get validation params
validationParams = obj.validationParams;
if (validationParams.verbosity > -1)
fprintf('\n------------------------------------------------------------------------------------------... |
github | isetbio/UnitTestToolbox-master | removeHTMLDir.m | .m | UnitTestToolbox-master/@UnitTest/removeHTMLDir.m | 286 | utf_8 | 13b039c6badf62d7faedae9f8e7378a4 | % Method to remove the root HTML directory
function removeHTMLDir(obj)
if (exist(obj.htmlDir, 'dir'))
fprintf('\nRemoving HTML directory ''%s''.\n', obj.htmlDir);
rmpath(obj.htmlDir);
system(sprintf('rm -r -f %s', obj.htmlDir));
end
end
|
github | isetbio/UnitTestToolbox-master | selectScriptFromExistingOnes.m | .m | UnitTestToolbox-master/@UnitTest/selectScriptFromExistingOnes.m | 2,584 | utf_8 | c27f010675e59bfbcc1c1841aa7e58eb | % Method that prints all available validation scripts and asks the user to select one for validation.
%
% Optional key/value pairs
% 'prompt' - string (default 'Enter script no. to validate/publish').
% Selection prompt string
function scriptToValidate = selectScriptFromExistingOnes(varargin)
p = inputParser;
p.... |
github | isetbio/UnitTestToolbox-master | roundCellArrayGivenTolerance.m | .m | UnitTestToolbox-master/@UnitTest/roundCellArrayGivenTolerance.m | 1,853 | utf_8 | 46e2f467185e4aa0c6548c3a7a2f2534 | % Method to recursively round a cellArray (alternative to roundCellArray)
function cellArray = roundCellArrayGivenTolerance(oldCellArray, fieldName, globalTolerance, customTolerances)
cellArray = oldCellArray;
for k = 1:numel(cellArray)
% get field
fieldValue = cellArray{k};
... |
github | isetbio/UnitTestToolbox-master | issueGitCommand.m | .m | UnitTestToolbox-master/@UnitTest/issueGitCommand.m | 233 | utf_8 | c03b8867b1257a72706504d60e0c2d05 | % Method to issue a git command with output capture
function issueGitCommand(obj, commandString)
[status,cmdout] = system(commandString,'-echo');
if (obj.validationParams.verbosity > 2)
disp(cmdout)
end
end
|
github | isetbio/UnitTestToolbox-master | generateDirectory.m | .m | UnitTestToolbox-master/@UnitTest/generateDirectory.m | 1,360 | utf_8 | d718f4f24d210882e03901df83f5c844 | % Method to generate the directory path/subDir, if this directory does not exist
function directoryExistedAlready = generateDirectory(obj, path, subDir)
fullDir = sprintf('%s/%s', path, subDir);
directoryExistedAlready = true;
% Get current project name
theProjectName = getpref('UnitTest', 'project... |
github | isetbio/UnitTestToolbox-master | setValidationOptions.m | .m | UnitTestToolbox-master/@UnitTest/setValidationOptions.m | 2,823 | utf_8 | 8a7c967904e6bbf80bedbd9dc5597108 | % Method to set certain validation options
function setValidationOptions(obj,varargin)
% parse inputs
parser = inputParser;
parser.addParamValue('type', obj.validationParams.type, @ischar);
parser.addParamValue('onRunTimeError', obj.validationParams.on... |
github | isetbio/UnitTestToolbox-master | structsAreSimilar.m | .m | UnitTestToolbox-master/@UnitTest/structsAreSimilar.m | 18,571 | utf_8 | c539dbd37c29420ebbafb9d1478aa928 | function [structsAreSimilarWithinSpecifiedTolerance, result, customToleranceFieldsArray] = structsAreSimilar(obj, groundTruthData, validationData, customTolerances)
tolerance = obj.validationParams.numericTolerance;
graphMismatchedData = obj.validationParams.graphMismatchedData;
compareStringFiel... |
github | isetbio/UnitTestToolbox-master | parseScriptsList.m | .m | UnitTestToolbox-master/@UnitTest/parseScriptsList.m | 1,871 | utf_8 | 44aa3537e176db6941e19eea69428c11 | % Method to parse the scripts list to ensure it is valid
function vScriptsList = parseScriptsList(obj, vScriptsToRunList)
scriptListEntry = vScriptsToRunList{1};
if (exist(scriptListEntry{1}, 'file')==2)
% List of files, each with an optional runtime option
vScriptsList = vScriptsToRunList;
... |
github | isetbio/UnitTestToolbox-master | checkDirectories.m | .m | UnitTestToolbox-master/@UnitTest/checkDirectories.m | 2,133 | utf_8 | 7387a855d19de6123851b330a93d053b | % Method ensuring that directories exist, and generates them if they do not
function cancelRun = checkDirectories(obj, projectSpecificPreferences)
cancelRun = false;
% do not automatically generate ground truth for all scripts with missing ground truth data set
obj.forceGenerateFastGroundTruthForAllSc... |
github | isetbio/UnitTestToolbox-master | resetValidationOptions.m | .m | UnitTestToolbox-master/@UnitTest/resetValidationOptions.m | 192 | utf_8 | f7c1ec1693e494cf9bf53d0b2ceabe99 | % Method to reset all validation options to default
function resetValidationOptions(obj)
% default params
obj.validationParams = obj.defaultValidationParams;
end
|
github | isetbio/UnitTestToolbox-master | runProjectTutorials.m | .m | UnitTestToolbox-master/@UnitTest/runProjectTutorials.m | 3,007 | utf_8 | 44af3949db58a9068651e7ed1f9ffb9e | function status = runProjectTutorials(p, scriptsToSkip, scriptCollection)
% Method to run a project's tutorials
%
% Syntax:
% status = runProjectTutorials(p, scriptsToSkip, scriptCollection)
%
% Outputs:
% status - Returns true if all ran OK, false otherwise.
%
% Unload params struct
% These are:
... |
github | isetbio/UnitTestToolbox-master | roundCellArray.m | .m | UnitTestToolbox-master/@UnitTest/roundCellArray.m | 1,334 | utf_8 | 670048d0de2e0403d769240ad727481b | % Method to recursively round a cellArray
function cellArray = roundCellArray(oldCellArray)
cellArray = oldCellArray;
for k = 1:numel(cellArray)
fieldValue = cellArray{k};
% Char values
if ischar(fieldValue)
% Get current project name
theProjectName ... |
github | isetbio/UnitTestToolbox-master | validationData.m | .m | UnitTestToolbox-master/@UnitTest/validationData.m | 4,313 | utf_8 | 5427db8aaa96c8525c684a8f28eb27fd | % Method to add new data to the validation data struct
function data = validationData(varargin)
persistent validationData
data = [];
if ischar(varargin{1}) && ischar(varargin{2}) && (strcmp(varargin{1}, 'command')) && (strcmp(varargin{2}, 'init'))
validationData = struct();
re... |
github | isetbio/UnitTestToolbox-master | plotDataAndTheirDifference.m | .m | UnitTestToolbox-master/@UnitTest/plotDataAndTheirDifference.m | 12,751 | utf_8 | 219f06aff6c25c0565782427f1db4576 | % Method to plot mistmatched validation data and their difference
function figureName = plotDataAndTheirDifference(obj, field1, field2, field1Name, field2Name)
obj.dataMismatchFigNumber = obj.dataMismatchFigNumber + 1;
h = figure(obj.dataMismatchFigNumber);
figureName = sprintf('''%s'' vs. ''%s''', field... |
github | isetbio/UnitTestToolbox-master | validationRecord.m | .m | UnitTestToolbox-master/@UnitTest/validationRecord.m | 3,157 | utf_8 | d2e05a5e612bbd698897378002ab0bf2 | % Method to append messages to the validationReport
function [report, validationFailedFlag, validationFundamentalFailureFlag] = validationRecord(varargin)
report = {};
validationFailedFlag = false;
persistent validationReport
persistent validationFailedFlagVector
persistent validationFunda... |
github | isetbio/UnitTestToolbox-master | runValidationSession.m | .m | UnitTestToolbox-master/@UnitTest/runValidationSession.m | 5,098 | utf_8 | e25d99f2c3ef79d81eced8f190bf5f38 | function [UnitTestOBJ, abortValidationSession] = runValidationSession(vScriptsList, desiredMode)
if (nargin == 1)
fprintf('\nAvailable validation modes:');
fprintf('\n\t 1. FASTEST (runtime errors only)');
fprintf('\n\t 2. FAST (runtime errors + data hash comparison)');
fprintf('... |
github | isetbio/UnitTestToolbox-master | listPrefs.m | .m | UnitTestToolbox-master/@UnitTest/listPrefs.m | 1,147 | utf_8 | 3d1a2a2ad756963ca4f589a8fb22b1b8 | % Method to list all the preferences for the current project
function listPrefs
% Get current project name
theProjectName = getpref('UnitTest', 'projectName');
validationPrefs = getpref(theProjectName);
preferenceNames = fieldnames(validationPrefs);
fprintf('\n%-34s : ''%s'', with the fol... |
github | isetbio/UnitTestToolbox-master | generateSHA256Hash.m | .m | UnitTestToolbox-master/@UnitTest/generateSHA256Hash.m | 18,460 | utf_8 | bb4cead54dd4d2836001a2b64c81d2b5 | function hashSHA25 = generateSHA256Hash(obj,validationData)
Opt.Method = 'SHA-256';
Opt.Input = 'array';
hashSHA25 = DataHash(validationData, Opt);
end
function Hash = DataHash(Data, Opt)
% DATAHASH - Checksum for Matlab array of any type
% This function creates a hash value for an input of any type. The... |
github | isetbio/UnitTestToolbox-master | roundStructGivenTolerance.m | .m | UnitTestToolbox-master/@UnitTest/roundStructGivenTolerance.m | 2,202 | utf_8 | 2f5a293e9f11e0cdede018cb1b935ead | % Method to recursively round a struct, given custom tolerance
function s = roundStructGivenTolerance(oldStruct, structName, globalTolerance, customTolerances)
s = oldStruct;
if (isempty(s))
return;
end
structFieldNames = fieldnames(s);
for k = 1:numel(structFieldNames)
... |
github | isetbio/UnitTestToolbox-master | selectToleranceToEmploy.m | .m | UnitTestToolbox-master/@UnitTest/selectToleranceToEmploy.m | 8,097 | utf_8 | 00d88f1708bd5392c3e94ceecd781546 | % Method to select which tolerance to employ by checking if the fieldName exists in customTolerances
function [toleranceEmployed, isCustom] = selectToleranceToEmploy(globalTolerance, customTolerances, fieldName)
toleranceEmployed = globalTolerance;
isCustom = false;
%fieldName
fieldName = strrep(fi... |
github | isetbio/UnitTestToolbox-master | roundStruct.m | .m | UnitTestToolbox-master/@UnitTest/roundStruct.m | 1,458 | utf_8 | ff45aabdcdd9b85cdc0bcc1ebd5e66f9 | % Method to recursive round a struct
function s = roundStruct(oldStruct)
s = oldStruct;
if (isempty(s))
return;
end
structFieldNames = fieldnames(s);
for k = 1:numel(structFieldNames)
% get field
fieldValue = s.(structFieldNames{k});
if is... |
github | isetbio/UnitTestToolbox-master | getPref.m | .m | UnitTestToolbox-master/@UnitTest/getPref.m | 300 | utf_8 | c6cc41eb80cfca7f327a7b55cf69c0af | % Method to get a preference for the current project
function preferenceValue = getPref(preferenceName)
% Get current project name
theProjectName = getpref('UnitTest', 'projectName');
% Return the preference value
preferenceValue = getpref(theProjectName, preferenceName);
end
|
github | isetbio/UnitTestToolbox-master | initializeValidationRun.m | .m | UnitTestToolbox-master/@UnitTest/initializeValidationRun.m | 2,900 | utf_8 | 09e8719d76aaf163d83aa61eda8f2e14 | function runTimeParams = initializeValidationRun(varargin)
% Initialize run params
runTimeParams = initializeRunTimeParams(varargin);
% Initialize validation record
UnitTest.validationRecord('command', 'init');
% Initialize validationData
UnitTest.validationData('command', 'init');
... |
github | isetbio/UnitTestToolbox-master | exportData.m | .m | UnitTestToolbox-master/@UnitTest/exportData.m | 3,353 | utf_8 | 14d54ecb4fd0a61ee0a411ea88809709 | % Method to export a validation entry to a validation file
% remotePath, artifactId, fastVsFull, data, version
function exportData(obj, dataFileName, validationData, extraData)
runData.validationData = validationData;
runData.extraData = extraData;
runData.validationTime = datestr(... |
github | isetbio/UnitTestToolbox-master | RemoteDataCoordinatesForFilePath.m | .m | UnitTestToolbox-master/UnitTestTools/RemoteDataCoordinatesForFilePath.m | 654 | utf_8 | f4defe4e420b0d1c0dda3b3106540c1b | % Parse data "coordinates" like artifactId from a local file path.
function [remotePath, artifactId] = RemoteDataCoordinatesForFilePath(dataFileName)
% parse remote data "coordinates" from the file path
[dataFilePath, dataFileBase] = fileparts(dataFileName);
[~, dataFileSubfolder] = fileparts(dataFileP... |
github | isetbio/UnitTestToolbox-master | ConfigureUnitTestValidationForNewProject.m | .m | UnitTestToolbox-master/UnitTestTools/ConfigureUnitTestValidationForNewProject.m | 15,835 | utf_8 | f3b72abb9d4bb24a296542d6e49e41d1 | function ConfigureUnitTestValidationForNewProject
% save current directory so we can return to it
currentDir = pwd;
% Get the auto config resource dir
AutoConfigResourceDir = GetAutoConfigResourceDir();
projectName = input('\n<strong> STEP 1/6 </strong> Enter UnitTest project name (e.g.,... |
github | isetbio/UnitTestToolbox-master | UnitTestPreferencesTemplate.m | .m | UnitTestToolbox-master/UnitTestTools/UnitTestPreferencesTemplate.m | 3,095 | utf_8 | 768057939367fd7fb2714c8191382d02 | % Method to set project-specific preferences. Generally, this script should
% be run once only. For different projects, copy this file to the projects' directory
% and adapt the p-struct according to that project's specifics.
%
% You can just run the distributed (Template) version to accept the
% defaults, or you can m... |
github | isetbio/UnitTestToolbox-master | v_script1.m | .m | UnitTestToolbox-master/UnitTestTools/AutoConfigResources/v_script1.m | 1,199 | utf_8 | 8bad7b2db007c8c9d06e80b0278bdb60 |
function varargout = v_script1(varargin)
%
% Description of what the script does
%
varargout = UnitTest.runValidationRun(@ValidationFunction, nargout, varargin);
end
%% Function implementing the validation code
function ValidationFunction(runTimeParams)
% Code goes here
% Add some useful message
Un... |
github | noureldien/PortfolioOptimization-master | cvx_version.m | .m | PortfolioOptimization-master/cvx_version.m | 14,458 | utf_8 | 2d6b5dc232fa3eae5c5f570d43ae7fb4 | function varargout = cvx_version( varargin )
% CVX_VERSION Returns version and environment information for CVX.
%
% When called with no arguments, CVX_VERSION prints out version and
% platform information that is needed when submitting CVX bug reports.
%
% This function is also used internally to return use... |
github | noureldien/PortfolioOptimization-master | portfolioError.m | .m | PortfolioOptimization-master/portfolioError.m | 448 | utf_8 | 00aba10ac3cd43c2ec914b2fa7fbe783 | % calcuate the root-mean-square error between the given
% portfolio and the target
function [ rmse ] = portfolioError( portfolio, target )
% given portfolio of n*m
% n: opeservations
% m: assets
% required to calcuate the return per observation
% then calcuate the sharpe ratio for these returns
n = size(portfolio, 1)... |
github | noureldien/PortfolioOptimization-master | cvx_grbgetkey.m | .m | PortfolioOptimization-master/cvx_grbgetkey.m | 19,096 | utf_8 | 080162e4fd27b14ea8387362148db7d1 | function success = cvx_grbgetkey( kcode, overwrite )
% CVX_GRBGETKEY Retrieves and saves a Gurobi/CVX license.
%
% This function is used to install Gurobi license keys for use in CVX. It
% is called with your Gurobi license code as a string argument; e.g.
%
% cvx_grbgetkey xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx
% ... |
github | noureldien/PortfolioOptimization-master | naiveMV_CVX.m | .m | PortfolioOptimization-master/naiveMV_CVX.m | 2,242 | utf_8 | 1952982de65cac3daa26a4163540f40d | % given ERet which is the expected return, ECov, which
% is the expected risk
function [PRisk, PRoR, PWts] = naiveMV_CVX(ERet, ECov, NPts)
% makes sure it is a column vector
ERet = ERet(:);
% get number of assets
NAssets = length(ERet);
% vector of lower bounds on weights
V0 = zeros(NAssets, 1);
% row vector of one... |
github | noureldien/PortfolioOptimization-master | portfolioAverageReturn.m | .m | PortfolioOptimization-master/portfolioAverageReturn.m | 433 | utf_8 | b83a847b2df04104e14a1fa8249c02e8 | % calcuate average of all the returns of the assets
% in the given portfolio
function [ averageReturn, returns ] = portfolioAverageReturn( portfolio )
% given portfolio of n*m
% n: opeservations
% m: assets
% required to calcuate the return per observation
% then calculate the average return
n = size(portfolio, 1);
r... |
github | noureldien/PortfolioOptimization-master | portfolioSharpeRatio.m | .m | PortfolioOptimization-master/portfolioSharpeRatio.m | 569 | utf_8 | ad634d8e2b3f1c6082861740871f2c6e | % calcuate the Sharpe ratio for all the returns of the assets
% in the given portfolio
function [ sharpeRatio ] = portfolioSharpeRatio( portfolio )
% given portfolio of n*m
% n: opeservations
% m: assets
% required to calcuate the return per observation
% then calcuate the sharpe ratio for these returns
n = size(port... |
github | noureldien/PortfolioOptimization-master | naiveMV.m | .m | PortfolioOptimization-master/naiveMV.m | 1,491 | utf_8 | 61c821c2006f938bc5ee73f49fd6e960 | % given ERet which is the expected return, ECov, which
% is the expected risk
function [PRisk, PRoR, PWts] = naiveMV(ERet, ECov, NPts)
% makes sure it is a column vector
ERet = ERet(:);
% get number of assets
NAssets = length(ERet);
% vector of lower bounds on weights
V0 = zeros(NAssets, 1);
% row vector of ones
V1... |
github | noureldien/PortfolioOptimization-master | sparseIndexTracking.m | .m | PortfolioOptimization-master/sparseIndexTracking.m | 931 | utf_8 | ccdd314b064f1e69e48c262d7165680f | % select n assets from the given returns and tune their weights
% to form an n-asset portfolio that best mimics the index
function [ weights, assetIdx ] = sparseIndexTracking( returns, index, maxAssets )
% given
% 1. assets of n*m
% n: opeservations
% m: assets
% 2. index is n*1
% n: opservations
% 3. maxAssets
% how... |
github | noureldien/PortfolioOptimization-master | gaStockSelect.m | .m | PortfolioOptimization-master/GATracker/mfiles/gaStockSelect.m | 5,133 | utf_8 | 1332cfc9351a9c0d75eca5fb98b7f7da | function [WTS1,X1] = gaStockSelect(cv,wts,NumStocks,NumPop,flag)
if nargin < 5
flag = false;
end
NumAssets = size(cv,2);
ipop = zeros(NumPop,NumAssets);
Basic = [ones(1,NumStocks), zeros(1,NumAssets-NumStocks)];
for ii = 1:NumPop
ipop(ii,:) = Basic(randperm(NumAssets));
end
%% GA step
fitnessFunction = @(W)... |
github | noureldien/PortfolioOptimization-master | CreateIndex.m | .m | PortfolioOptimization-master/GATracker/mfiles/CreateIndex.m | 2,447 | utf_8 | 118c9cc308529f1d3ddbbafe6ec6f0f8 | function Wts = CreateIndex(NumDays,NumStocks,TotalNumStocks,L,K,s,t)
% Create a fake index for our tracker to track - use a stochastic process
% drawn from Black Scholes to create a series of fake weightings for an
% Index
%
% NumDays - number of days to simulate
% NumStocks - Number of stocks to use in the Index
... |
github | noureldien/PortfolioOptimization-master | HSDNTcorr.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDNTcorr.m | 1,001 | utf_8 | c42eba1c6bae660b88921b7c8747490e | %%************************************************************************
%% HSDNTcorr: corrector step for the NT direction.
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%************************************************************************
f... |
github | noureldien/PortfolioOptimization-master | HSDHKMdirfun.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDHKMdirfun.m | 1,551 | utf_8 | 1034e25e48a42d2fa143f93f47961fe9 | %%*******************************************************************
%% HSDHKMdirfun: compute (dX,dZ), given dy, for the HKM direction.
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%****************************************************************... |
github | noureldien/PortfolioOptimization-master | HSDsqlp.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDsqlp.m | 11,860 | utf_8 | 00b8311a8efbee36662ca9288870a1cd | %%*****************************************************************************
%% HSDsqlp: solve an semidefinite-quadratic-linear program
%% by infeasible path-following method on the homogeneous self-dual model.
%%
%% [obj,X,y,Z,info,runhist] =
%% HSDsqlp(blk,At,C,b,OPTIONS,X0,y0,Z0);
%%
%% Input: blk: a cel... |
github | noureldien/PortfolioOptimization-master | HSDsortA.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDsortA.m | 2,577 | utf_8 | 0a74ddbb8a0c79bf22592d780d865e06 | %%*********************************************************************
%% sortA: sort columns of At{p} in ascending order according to the
%% number of nonzero elements.
%%
%% [At,C,b,X0,Z0,permA,permZ] = sortA(blk,At,C,b,X0,Z0);
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tut... |
github | noureldien/PortfolioOptimization-master | HSDHKMrhsfun.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDHKMrhsfun.m | 2,666 | utf_8 | 16409ae4672f80ef54a33c31ef30000f | %%*******************************************************************
%% HSDHKMrhsfun: compute the right-hand side vector of the
%% Schur complement equation for the HKM direction.
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%*****... |
github | noureldien/PortfolioOptimization-master | HSDsqlpcheckconvg.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDsqlpcheckconvg.m | 6,249 | utf_8 | a579e4972fd77d5cc3e11b72bf56d3a9 | %%*****************************************************************************
%% HSDsqlpcheckconvg: check convergence.
%%
%% ZpATynorm, AX, normX, normZ are with respect to the
%% original variables, not the HSD variables.
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last ... |
github | noureldien/PortfolioOptimization-master | HSDNTdirfun.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDNTdirfun.m | 1,459 | utf_8 | a045827a3ca1adcf8806cfd8234ad5e4 | %%*******************************************************************
%% HSDNTdirfun: compute (dX,dZ), given dy, for the NT direction.
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%******************************************************************... |
github | noureldien/PortfolioOptimization-master | HSDNTrhsfun.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDNTrhsfun.m | 3,424 | utf_8 | 02348c55d691a53b023639b8103757be | %%*******************************************************************
%% HSDNTrhsfun: compute the right-hand side vector of the
%% Schur complement equation for the NT direction.
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%*********... |
github | noureldien/PortfolioOptimization-master | HSDHKMpred.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDHKMpred.m | 2,644 | utf_8 | 81b89c36e0d0bad30836c551264a6a05 | %%*******************************************************************
%% HSDHKMpred: Compute (dX,dy,dZ) for the H..K..M direction.
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%*******************************************************************
f... |
github | noureldien/PortfolioOptimization-master | HSDsqlpmain.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDsqlpmain.m | 28,293 | utf_8 | e3f6670b9b1de0ad08e099276bc20c35 | %%*****************************************************************************
%% HSDsqlp: solve an semidefinite-quadratic-linear program
%% by infeasible path-following method on the homogeneous self-dual model.
%%
%% [obj,X,y,Z,info,runhist] =
%% HSDsqlp(blk,At,C,b,OPTIONS,X0,y0,Z0,kap0,tau0,theta0);
%%
%% ... |
github | noureldien/PortfolioOptimization-master | HSDlinsysolve.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDlinsysolve.m | 6,495 | utf_8 | 0644ae75443d221edcf585f5a5736fe5 | %%***************************************************************
%% linsysolve: solve linear system to get dy, and direction
%% corresponding to unrestricted variables.
%%
%% [xx,coeff,L,resnrm] = linsysolve(schur,UU,EE,Bmat,rhs);
%%
%% child functions: mybicgstable.m
%%
%% SDPT3: version 3.1
%% Copyright ... |
github | noureldien/PortfolioOptimization-master | HSDsqlpmisc.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDsqlpmisc.m | 3,299 | utf_8 | f36316ddff8099a74241fa1590fc584a | %%*****************************************************************************
%% HSDsqlpmisc:
%% produce infeasibility certificates if appropriate
%%
%% Input: X,y,Z are the original variables, not the HSD variables.
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modifi... |
github | noureldien/PortfolioOptimization-master | HSDbicgstab.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDbicgstab.m | 3,084 | utf_8 | 96ee9f939e0b2527113539aa0b633ffc | %%*************************************************************************
%% HSDbicgstab
%%
%% [xx,resnrm,flag] = HSDbicgstab(A,b,M1,tol,maxit)
%%
%% iterate on bb - (M1)*AA*x
%%
%% r = b-A*xtrue;
%%
%%*************************************************************************
function [xx,resnrm,flag] = HSDbicgstab(... |
github | noureldien/PortfolioOptimization-master | HSDHKMcorr.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDHKMcorr.m | 985 | utf_8 | 1e1983a66956f1d3e4e8e279b1dbe2d0 | %%*****************************************************************
%% HSDHKMcorr: corrector step for the HKM direction.
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%*****************************************************************
function [par... |
github | noureldien/PortfolioOptimization-master | HSDNTpred.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDNTpred.m | 2,034 | utf_8 | e194daf53d375b24154b1caf94b7646d | %%**********************************************************************
%% HSDNTpred: Compute (dX,dy,dZ) for NT direction.
%%
%% compute SVD of Xchol*Zchol via eigenvalue decompostion of
%% Zchol * X * Zchol' = V * diag(sv2) * V'.
%% compute W satisfying W*Z*W = X.
%% W = G'*G, where G = diag(sqrt(sv)) * (inv... |
github | noureldien/PortfolioOptimization-master | HSDsqlpCpert.m | .m | PortfolioOptimization-master/sdpt3/HSDSolver/HSDsqlpCpert.m | 2,263 | utf_8 | 326ec0065ebb155fab5ee8b4670ec0db | %%*****************************************************************************
%% HSDsqlpCpert: perturb C.
%%
%%*****************************************************************************
function [At,Cpert] = HSDsqlpCpert(blk,At,par,C,X,Cpert,runhist)
iter = length(runhist.pinfeas);
prim_infeas = runhist.pinfeas(... |
github | noureldien/PortfolioOptimization-master | cheby0.m | .m | PortfolioOptimization-master/sdpt3/Examples/cheby0.m | 2,576 | utf_8 | a31e95ee5e80694cd1c3f2ceb594d369 | %%**********************************************************
%% cheby0:
%%
%% minimize || p(d) ||_infty
%% p = polynomial of degree <= m such that p(0) = 1.
%%
%% Here d = n-vector
%%----------------------------------------------------------
%% [blk,Avec,C,b,X0,y0,Z0,objval,p] = cheby0(d,m,solve);
%%
%% d ... |
github | noureldien/PortfolioOptimization-master | randmat.m | .m | PortfolioOptimization-master/sdpt3/Solver/randmat.m | 782 | utf_8 | 44e2c609bf458ffd5a37d9f816a0ea1b | %%******************************************************
%% randmat: generate an mxn matrix using matlab's
%% rand or randn functions using state = k.
%%
%%******************************************************
function v = randmat(m,n,k,randtype)
try
s = rng;
rng(k);
if strcmp(randtype,'n')
... |
github | noureldien/PortfolioOptimization-master | skron.m | .m | PortfolioOptimization-master/sdpt3/Solver/skron.m | 1,389 | utf_8 | 3aba6bed9dc50b45f766b4a8620c4ac3 | %%***********************************************************************
%% skron: Find the matrix presentation of
%% symmetric kronecker product skron(A,B), where
%% A,B are symmetric.
%%
%% Important: A,B are assumed to be symmetric.
%%
%% K = skron(blk,A,B);
%%
%% blk: a cell array specifying the b... |
github | noureldien/PortfolioOptimization-master | NTcorr.m | .m | PortfolioOptimization-master/sdpt3/Solver/NTcorr.m | 1,315 | utf_8 | 458c52ec6bf00d3507df137889a53c7e | %%************************************************************************
%% NTcorr: corrector step for the NT direction.
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%************************************************************************
func... |
github | noureldien/PortfolioOptimization-master | HKMcorr.m | .m | PortfolioOptimization-master/sdpt3/Solver/HKMcorr.m | 1,313 | utf_8 | ff69a87fe927bf7f964fd55cbf7ec718 | %%*****************************************************************
%% HKMcorr: corrector step for the HKM direction.
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%*****************************************************************
function [dX,dy,... |
github | noureldien/PortfolioOptimization-master | steplength.m | .m | PortfolioOptimization-master/sdpt3/Solver/steplength.m | 5,590 | utf_8 | 2b52f7d5b9712cf17885f9ca3eaeb666 | %%***************************************************************************
%% steplength: compute xstep such that X + xstep*dX >= 0.
%%
%% [xstep] = steplength(blk,X,dX,Xchol,invXchol);
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%***********... |
github | noureldien/PortfolioOptimization-master | SDPT3data_SEDUMIdata.m | .m | PortfolioOptimization-master/sdpt3/Solver/SDPT3data_SEDUMIdata.m | 3,843 | utf_8 | 26106829dfa4c0fbb1ca8c4aa9839fa8 | %%**********************************************************
%% SDPT3data_SEDUMIdata: convert SQLP data in SDPT3 format to
%% SeDuMi format
%%
%% [At,b,c,K] = SDPT3data_SEDUMIdata(blk,AAt,CC,bb);
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modifie... |
github | noureldien/PortfolioOptimization-master | schurmat_sblk.m | .m | PortfolioOptimization-master/sdpt3/Solver/schurmat_sblk.m | 4,549 | utf_8 | f992891144a934ab4edffde2a692e435 | %%*******************************************************************
%% schurmat_sblk: compute Schur complement matrix corresponding to
%% SDP blocks.
%%
%% symm = 0, HKM
%% = 1, NT
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
... |
github | noureldien/PortfolioOptimization-master | blktrace.m | .m | PortfolioOptimization-master/sdpt3/Solver/blktrace.m | 2,084 | utf_8 | 6a5c3d9ff74073a8e864c246727eaa86 | %%**********************************************************************
%% blktrace: compute <X1,Z1> + ... + <Xp,Zp>
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%**********************************************************************
function tr... |
github | noureldien/PortfolioOptimization-master | sqlpu2lblk.m | .m | PortfolioOptimization-master/sdpt3/Solver/sqlpu2lblk.m | 3,099 | utf_8 | 1a67e45c349d19614e890521aed11db5 | %%***************************************************************************
%% sqlpu2lblk: decide whether to convert ublk to lblk
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 10 Jul 2007
%%*********************************************************************... |
github | noureldien/PortfolioOptimization-master | Prod3.m | .m | PortfolioOptimization-master/sdpt3/Solver/Prod3.m | 1,677 | utf_8 | 2ee9f0d732e5ea1f326bfcf275b0da3c | %%************************************************************
%% Prod3: compute the entries of Q = A*B*C specified in
%% nzlistQ.
%%
%% Q = Prod3(blk,A,B,C,sym,nzlistQ)
%% Important: (a) A is assumed to be symmetric if nzlistQ
%% has 2 columns (since mexProd2nz computes A'*B).
%% (b) T... |
github | noureldien/PortfolioOptimization-master | sqlptermcode.m | .m | PortfolioOptimization-master/sdpt3/Solver/sqlptermcode.m | 1,230 | utf_8 | 40b494719c3c614b6196dd9846778c4c | %%*************************************************************************
%% sqlptermcode.m: explains the termination code in sqlp.m
%%
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%***************************************************************... |
github | noureldien/PortfolioOptimization-master | AXfun.m | .m | PortfolioOptimization-master/sdpt3/Solver/AXfun.m | 1,869 | utf_8 | e816cba65d629a72167375f9a7697b2f | %%*************************************************************************
%% AXfun: compute AX(k) = <Ak,X>, k = 1:m
%%
%% AX = AXfun(blk,At,permA,X);
%%
%% Note: permA may be set to [] if no permutation is neccessary.
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Mod... |
github | noureldien/PortfolioOptimization-master | NTpred.m | .m | PortfolioOptimization-master/sdpt3/Solver/NTpred.m | 1,963 | utf_8 | 3a2374e8ffa4806b637e50e551b9c17c | %%**********************************************************************
%% NTpred: Compute (dX,dy,dZ) for NT direction.
%%
%% compute SVD of Xchol*Zchol via eigenvalue decompostion of
%% Zchol * X * Zchol' = V * diag(sv2) * V'.
%% compute W satisfying W*Z*W = X.
%% W = G'*G, where G = diag(sqrt(sv)) * (invZch... |
github | noureldien/PortfolioOptimization-master | sqlp.m | .m | PortfolioOptimization-master/sdpt3/Solver/sqlp.m | 11,506 | utf_8 | d4acdbc7a5a1c0fd270f5d3de302c545 | %%*****************************************************************************
%% sqlp: solve an semidefinite-quadratic-linear program
%% by infeasible path-following method.
%%
%% [obj,X,y,Z,info,runhist] = sqlp(blk,At,C,b,OPTIONS,X0,y0,Z0);
%%
%% Input: blk: a cell array describing the block diagonal structu... |
github | noureldien/PortfolioOptimization-master | infeaspt.m | .m | PortfolioOptimization-master/sdpt3/Solver/infeaspt.m | 5,422 | utf_8 | ed7ce61d1094307a576ad8ddfd42bd30 | %%********************************************************************
%% infeaspt: generate an initial point for sdp.m
%%
%% [X0,y0,Z0] = infeaspt(blk,At,C,b,options,scalefac);
%%
%% options = 1 if want X0,Z0 to be scaled identity matrices
%% = 2 if want X0,Z0 to be scalefac*(identity matrices).
%%
%% SDP... |
github | noureldien/PortfolioOptimization-master | Arrow.m | .m | PortfolioOptimization-master/sdpt3/Solver/Arrow.m | 933 | utf_8 | 4a1803a8a960eba5462879d0ae4cbb78 | %%********************************************************
%% Arrow:
%%
%% Fx = Arrow(pblk,f,x,options);
%%
%% if options == 0;
%% Fx = Arr(F)*x
%% if options == 1;
%% Fx = Arr(F)^{-1}*x
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%********... |
github | noureldien/PortfolioOptimization-master | mybicgstab.m | .m | PortfolioOptimization-master/sdpt3/Solver/mybicgstab.m | 3,536 | utf_8 | 7ae20f5d14c6533fd9a50b23a1e5c8b3 | %%*************************************************************************
%% mybicgstab
%%
%% [xx,resnrm,flag] = mybicgstab(A,b,M1,tol,maxit)
%%
%% iterate on bb - (M1)*AA*x
%%
%% r = b-A*xtrue;
%%
%%*************************************************************************
function [xx,resnrm,flag] = mybicgstab(A,b... |
github | noureldien/PortfolioOptimization-master | degeneracy.m | .m | PortfolioOptimization-master/sdpt3/Solver/degeneracy.m | 5,175 | utf_8 | 52287ec83b17f60c33554d7a25764672 | %%***************************************************************
%% degeneracy: determine if an SDP problem is non-degenerate.
%%
%% [ddx,ddz,B1,B2,sig1,sig12] = degeneracy(blk,At,X,y,Z);
%%
%% Assume that strict complementarity holds:
%% for primal non-degeneracy, we need rank([B1 B2]) = m
%% for dual non-degeneracy,... |
github | noureldien/PortfolioOptimization-master | mytime.m | .m | PortfolioOptimization-master/sdpt3/Solver/mytime.m | 557 | utf_8 | 2d076b8ed1091521bbe986194c6e2b84 | %%*********************************************
%% mytime:
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%*********************************************
function [hh,mm,ss] = mytime(t)
t = round(t);
h = floor(t/3600);
m = floor(rem(t,3600)/60);
s ... |
github | noureldien/PortfolioOptimization-master | validate.m | .m | PortfolioOptimization-master/sdpt3/Solver/validate.m | 7,427 | utf_8 | 60774ce6b3bd16bde97e4078d89db39b | %%***********************************************************************
%% validate: validate data
%%
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%***********************************************************************
function [blk,At,C,b,di... |
github | noureldien/PortfolioOptimization-master | svec.m | .m | PortfolioOptimization-master/sdpt3/Solver/svec.m | 2,027 | utf_8 | 43bbe7c274d2d1bfb1014fc2000f47e3 | %*********************************************************
%% svec: compute the vector svec(M),
%%
%% x = svec(blk,M,isspx);
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%**********************************************************
function x = s... |
github | noureldien/PortfolioOptimization-master | read_sedumi.m | .m | PortfolioOptimization-master/sdpt3/Solver/read_sedumi.m | 7,265 | utf_8 | 2035885c053fc9de89cf19fa667603d2 | %%*******************************************************************
%% Read in a problem in SeDuMi format.
%%
%% [blk,A,C,b,perm] = read_sedumi(fname,b,c,K)
%%
%% Input: fname.mat = name of the file containing SDP data in
%% SeDuMi format.
%%
%% Important note: Sedumi's notation for free variab... |
github | noureldien/PortfolioOptimization-master | qprod.m | .m | PortfolioOptimization-master/sdpt3/Solver/qprod.m | 655 | utf_8 | 2d6550b139b2dfcf3d134f61deec3686 | %%***************************************************
%% qprod:
%%
%% Input: A = [A1 A2 ... An]
%% x = [x1; x2; ...; xn]
%% Output: [A1*x1 A2*x2 ... An*xn]
%%
%% SDPT3: version 3.1
%% Copyright (c) 1997 by
%% K.C. Toh, M.J. Todd, R.H. Tutuncu
%% Last Modified: 16 Sep 2004
%%**************************************... |
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