vec_shrink: Softmax for SZVD ADMM iterations

In accSDA: Accelerated Sparse Discriminant Analysis

Softmax for SZVD ADMM iterations

Description

Applies softmax the soft thresholding shrinkage operator to v with tolerance a. That is, output is the vector with entries with absolute value v_i - a if |v_i| > a and zero otherwise, with sign pattern matching that of v.

Usage

vec_shrink(v, a)

Arguments

v	Vector to be thresholded.
a	Vector of tolerances.

Details

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

Value

thresholded v vector.

x,y,z

Iterates at termination.

its

Number of iterations required to converge.

errtol

Stopping error bound at termination

See Also

Used by: SZVD_ADMM.

accSDA documentation built on Sept. 5, 2022, 5:05 p.m.