correlation_bounds_data.jl

# 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
]