ifsm.setQF | R Documentation |

Tool function to construct the quadratic form *x'Qx + b'x + l2* to be
minimized under some constraint depending on l1. This is used to construct
the IFSM operator.

ifsm.setQF(u, s, a)

`u` |
the vector of values of the target function u |

`s` |
the vector of coefficients |

`a` |
the vector of coefficients |

This operator is intended to approximate a function on L2[0,1]. If āuā is simulated, then the IFSM can be used to simulate a IFSM version of āuā.

List of elements

`Q` |
the matrix of the quadratic form |

`b` |
the matrix of the quadratic form |

`L1` |
the L1 norm of the target function |

`L2` |
the L2 norm of the target function |

`M1` |
the integral of the target function |

S. M. Iacus

Iacus, S.M, La Torre, D. (2005)
IFSM representation of Brownian motion with applications to simulation,
*forthcoming*.

`IFSM`

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