lambda_sum_smallest: Sum of Smallest Eigenvalues

lambda_sum_smallestR Documentation

Sum of Smallest Eigenvalues

Description

The sum of the smallest k eigenvalues of a matrix.

Usage

lambda_sum_smallest(A, k)

Arguments

A

An Expression or matrix.

k

The number of eigenvalues to sum over.

Value

An Expression representing the sum of the smallest 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(Maximize(lambda_sum_smallest(C,2)), list(C == val))
result <- solve(prob)
result$value
result$getValue(C)

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