# data file for correlation bounds m = 10 # number of linear functions with known variance n = 5 # length of the random vector Z A = [ -1.4401 -0.2568 -0.4253 0.3839 -0.3007 0.3794 1.7744 0.3712 0.3996 1.2323 ; -0.1747 -0.8338 2.7900 0.3703 0.8218 0.0185 -0.7323 1.0773 0.9564 -0.7745 ; -0.5972 -0.1770 1.2684 1.0716 1.5609 -0.9204 -1.5823 0.5888 0.9646 -0.6642 ; -1.0254 0.2775 0.6665 -0.2695 -0.8905 -1.3962 -0.4194 1.5121 -0.5088 -2.0358 ; -1.5929 -0.3059 0.9112 -0.5246 0.2679 0.0038 0.7488 0.8160 -1.3199 0.6035 ] sigma = [ 4.6542 ; 1.2522 ; 4.5739 ; 1.4898 ; 0.9448 ; 1.5184 ; 1.9903 ; 3.8886 ; 1.5138 ; 2.4334 ]