Performs a single pass of BCD on a matrix R.
Description
To solve the unconstrained problem, R is Sigmahat. To solve constrained problem, R is the current partial residual (excluding A terms).
Usage
1  subdiag.thresh(R, lam, w = NULL)

Arguments
R 
pbyp symmetric matrix 
lam 
Nonnegative penalty parameter. Controls sparsity level. 
w 
