gen_lambda_max: Maximum generalized eigenvalue
In CVXR: Disciplined Convex Optimization
View source: R/118_atoms_gen_lambda_max.R
gen_lambda_max R Documentation
Maximum generalized eigenvalue
Description
Computes the maximum generalized eigenvalue lambda_max(A, B).
Requires A symmetric and B positive semidefinite. This is a quasiconvex atom.
Usage
gen_lambda_max(A, B)
Arguments
A
A square symmetric matrix expression
B
A square PSD matrix expression of the same dimension as A
Value
An expression representing the maximum generalized eigenvalue
CVXR documentation built on March 6, 2026, 9:10 a.m.
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View source: R/118_atoms_gen_lambda_max.R
| gen_lambda_max | R Documentation |
Maximum generalized eigenvalue
Description
Computes the maximum generalized eigenvalue lambda_max(A, B). Requires A symmetric and B positive semidefinite. This is a quasiconvex atom.
Usage
gen_lambda_max(A, B)
Arguments
A |
A square symmetric matrix expression |
B |
A square PSD matrix expression of the same dimension as A |
Value
An expression representing the maximum generalized eigenvalue
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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