diag: Matrix Diagonal

In CVXR: Disciplined Convex Optimization

Matrix Diagonal

Description

Extracts the diagonal from a matrix or makes a vector into a diagonal matrix.

Usage

## S4 method for signature 'Expression'
diag(x = 1, nrow, ncol)

Arguments

x	An Expression, vector, or square matrix.
nrow, ncol	(Optional) Dimensions for the result when x is not a matrix.

Value

An Expression representing the diagonal vector or matrix.

Examples

C <- Variable(3,3)
obj <- Maximize(C[1,3])
constraints <- list(diag(C) == 1, C[1,2] == 0.6, C[2,3] == -0.3, C == Variable(3,3, PSD = TRUE))
prob <- Problem(obj, constraints)
result <- solve(prob)
result$value
result$getValue(C)

CVXR documentation built on Oct. 31, 2022, 1:07 a.m.