function [ w, cvx_optval ] = fmmc(A) % Computes fastest mixing Markov chain (FMMC) edge weights % % [W,S] = FMMC(A) gives a vector of the fastest mixing Markov chain % edge weights for a graph described by the incidence matrix A (n x m). % Here n is the number of nodes and m is the number of edges in the graph; % each column of A has exactly one +1 and one -1. % % The FMMC edge weights are given the SDP: % % minimize s % subject to -s*I <= I - L - (1/n)11' <= s*I % w >= 0, diag(L) <= 1 % % where the variables are edge weights w in R^m and s in R. % Here L is the weighted Laplacian defined by L = A*diag(w)*A'. % The optimal value is s, and is returned in the second output. % % For more details see references: % "Fastest mixing Markov chain on a graph" by S. Boyd, P. Diaconis, and L. Xiao % "Convex Optimization of Graph Laplacian Eigenvalues" by S. Boyd % % Written for CVX by Almir Mutapcic 08/29/06 [n,m] = size(A); I = eye(n,n); J = I - (1/n)*ones(n,n); cvx_begin sdp variable w(m,1) % edge weights variable s % epigraph variable variable L(n,n) symmetric minimize( s ) subject to L == A * diag(w) * A'; J - L <= +s * I; J - L >= -s * I; w >= 0; diag(L) <= 1; cvx_end