toep: Toeplitz Approximation Problem

In sdpt3r: Semi-Definite Quadratic Linear Programming Solver

Description

toep creates input for sqlp to solve the Toeplitz approximation problem - given a symmetric matrix F, find the nearest symmetric positive definite Toeplitz matrix.

Usage

toep(A)

Arguments

A	A symmetric matrix

Details

For a symmetric matrix A, determines the closest Toeplitz matrix. Mathematical and implementation details can be found in the vignette

Value

X	A list containing the solution matrix to the primal problem
y	A list containing the solution vector to the dual problem
Z	A list containing the solution matrix to the dual problem
pobj	The achieved value of the primary objective function
dobj	The achieved value of the dual objective function

Examples

data(Ftoep)

#Not Run
#out <- toep(Ftoep)

sdpt3r documentation built on May 2, 2019, 4:19 a.m.