SZVD_ADMM | R Documentation |

Iteratively solves the problem

`\min(-1/2*x^TB^Tx + \gamma p(y): ||x||_2 \leq 1, DNx = y)`

```
SZVD_ADMM(B, N, D, sols0, pen_scal, gamma, beta, tol, maxits, quiet = TRUE)
```

`B` |
Between class covariance matrix for objective (in space defined by N). |

`N` |
basis matrix for null space of covariance matrix W. |

`D` |
penalty dictionary/basis. |

`sols0` |
initial solutions sols0$x, sols0$y, sols0$z |

`pen_scal` |
penalty scaling term. |

`gamma` |
l1 regularization parameter |

`beta` |
penalty term controlling the splitting constraint. |

`tol` |
tol$abs = absolute error, tol$rel = relative error to be achieved to declare convergence of the algorithm. |

`maxits` |
maximum number of iterations of the algorithm to run. |

`quiet` |
toggles between displaying intermediate statistics. |

This function is used by other functions and should only be called explicitly for debugging purposes.

`SZVD_ADMM`

returns an object of `class`

"`SZVD_ADMM`

" including a list
with the following named components

`x,y,z`

Iterates at termination.

`its`

Number of iterations required to converge.

`errtol`

Stopping error bound at termination

Used by: `SZVDcv`

.

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