dot-decomp_quad: Compute a Matrix Decomposition.

In CVXR: Disciplined Convex Optimization

Compute a Matrix Decomposition.

Description

Compute sgn, scale, M such that P = sgn * scale * dot(M, t(M)).

Usage

.decomp_quad(P, cond = NA, rcond = NA)

Arguments

P	A real symmetric positive or negative (semi)definite input matrix
cond	Cutoff for small eigenvalues. Singular values smaller than rcond * largest_eigenvalue are considered negligible.
rcond	Cutoff for small eigenvalues. Singular values smaller than rcond * largest_eigenvalue are considered negligible.

Value

A list consisting of induced matrix 2-norm of P and a rectangular matrix such that P = scale * (dot(M1, t(M1)) - dot(M2, t(M2)))

CVXR documentation built on June 27, 2024, 5:11 p.m.