lambda_sum_largest.m
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lambda_sum_largest.m
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			function z = lambda_sum_largest( Y, k )

			% LAMBDA_SUM_LARGEST Sum of the k largest eigenvalues of a symmetric matrix.
			%
			% For square matrix X, LAMBDA_SUM_LARGEST(X,K) is SUM_LARGEST(EIG(X),k)
			% if X is Hermitian or symmetric and real; and +Inf otherwise.
			%
			% An error results if X is not a square matrix.
			%
			% Disciplined convex programming information:
			% LAMBDA_SUM_LARGEST is convex and nonmonotonic (at least with
			% respect to elementwise comparison), so its argument must be affine.

			error( nargchk( 2, 2, nargin ) ); %#ok
			if ndims( Y ) > 2 \|\| size( Y, 1 ) ~= size( Y, 2 ), %#ok
			error( 'First input must be a square matrix.' );
			elseif ~isnumeric( k ) \|\| numel( k ) ~= 1 \|\| ~isreal( k ),
			error( 'Second input must be a real scalar.' );
			end
			err = Y - Y';
			Y = 0.5 * ( Y + Y' );
			if norm( err, 'fro' ) > 8 * eps * norm( Y, 'fro' ),
			z = Inf;
			else
			z = sum_largest( eig( full( Y ) ), k );
			end

			% Copyright 2005-2014 CVX Research, Inc.
			% See the file LICENSE.txt for full copyright information.
			% The command 'cvx_where' will show where this file is located.