Description Usage Arguments Details Value Author(s)
Transforms an objective function containing non-diagonal penalty to standard form (diagonal penalty)
1 | standardform(b, A, L)
|
b |
the b vector of the system: Ax = b. |
A |
the A matrix of the system: Ax = b. |
L |
non-diagonal penalty |
details follow.
Transformed system ||Ax - b || + lambda ||L|| with L diagonal.
Maarten van Iterson
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