R/quadlin.R

Defines functions quadlin

Documented in quadlin

quadlin <-
function(Q,A,b)
  {

### % First, find lambda.
    lambda=solve( (A %*% solve(Q) %*% t(A) ), b)

### % Now, x.
    x=solve(Q)%*%t(A) %*% lambda;

    return(list(x=x,lambda=lambda))

  }

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PEIP documentation built on Jan. 20, 2018, 9:03 a.m.