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#Objective function for minimization in Trosset Algorithm
dpfFp <- function(TauD,p){
Eigs <- eigen(TauD,symmetric=TRUE,only.values=TRUE)$values
SortedEigs <- sort(Eigs,decreasing=TRUE)
n <- length(Eigs)
Fn <- function(Eig){
return((Eig - max(Eig,0))^2)
}
R1 <- sum(sapply(SortedEigs[1:p], Fn))
R2 <- sum((SortedEigs[(p+1):n])^2)
R <- R1 + R2
return(R)
}
#Helper function for lbfgs minimization
#Compute minimum function value given current iteration of UnknownEntries
dpfFn <- function(UnknownEntries, Index = Index, KnownEntries = KnownEntries, NRows=NRows,Dimension=Dimension){
PMatrix <- buildMatrix(UnknownEntries,KnownEntries,Index,NRows)
TauMatrix <- edm2gram(PMatrix)
FpMatrix <- dpfFp(TauMatrix,Dimension)
return(FpMatrix)
}
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