standardform: Transform to standard from

Description Usage Arguments Details Value Author(s)

View source: R/tikhonov.R

Description

Transforms an objective function containing non-diagonal penalty to standard form (diagonal penalty)

Usage

1
standardform(b, A, L)

Arguments

b

the b vector of the system: Ax = b.

A

the A matrix of the system: Ax = b.

L

non-diagonal penalty

Details

details follow.

Value

Transformed system ||Ax - b || + lambda ||L|| with L diagonal.

Author(s)

Maarten van Iterson


SSPA documentation built on Nov. 8, 2020, 5:50 p.m.