lambda_sum_largest: Sum of Largest Eigenvalues
In CVXR: Disciplined Convex Optimization
lambda_sum_largest R Documentation
Sum of Largest Eigenvalues
Description
The sum of the largest k eigenvalues of a matrix.
Usage
lambda_sum_largest(A, k)
Arguments
A
An Expression or matrix.
k
The number of eigenvalues to sum over.
Value
An Expression representing the sum of the largest k eigenvalues of the input.
Examples
C <- Variable(3,3)
val <- cbind(c(1,2,3), c(2,4,5), c(3,5,6))
prob <- Problem(Minimize(lambda_sum_largest(C,2)), list(C == val))
result <- solve(prob)
result$value
result$getValue(C)
CVXR documentation built on June 27, 2024, 5:11 p.m.
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| lambda_sum_largest | R Documentation |
Sum of Largest Eigenvalues
Description
The sum of the largest k eigenvalues of a matrix.
Usage
lambda_sum_largest(A, k)
Arguments
A |
An Expression or matrix. |
k |
The number of eigenvalues to sum over. |
Value
An Expression representing the sum of the largest k eigenvalues of the input.
Examples
C <- Variable(3,3)
val <- cbind(c(1,2,3), c(2,4,5), c(3,5,6))
prob <- Problem(Minimize(lambda_sum_largest(C,2)), list(C == val))
result <- solve(prob)
result$value
result$getValue(C)
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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