mat_shrink: Soft threshholding operator.

In admmDensestSubmatrix: Alternating Direction Method of Multipliers to Solve Dense Dubmatrix Problem

Description

Applies the shrinkage operator for singular value tresholding.

Usage

mat_shrink(K, tau)

Arguments

K	matrix
tau	regularization parameter

Value

Matrix

Examples

mat_shrink(matrix(c(1,0,0,0,1,1,1,1,1), nrow=3, ncol=3, byrow=TRUE),0.35)

admmDensestSubmatrix documentation built on Oct. 31, 2019, 5:33 p.m.