LambdaMax-class: The LambdaMax class.

In cvxgrp/CVXR: Disciplined Convex Optimization

The LambdaMax class.

Description

The maximum eigenvalue of a matrix, \lambda_{\max}(A).

Usage

LambdaMax(A)

## S4 method for signature 'LambdaMax'
to_numeric(object, values)

## S4 method for signature 'LambdaMax'
.domain(object)

## S4 method for signature 'LambdaMax'
.grad(object, values)

## S4 method for signature 'LambdaMax'
validate_args(object)

## S4 method for signature 'LambdaMax'
dim_from_args(object)

## S4 method for signature 'LambdaMax'
sign_from_args(object)

## S4 method for signature 'LambdaMax'
is_atom_convex(object)

## S4 method for signature 'LambdaMax'
is_atom_concave(object)

## S4 method for signature 'LambdaMax'
is_incr(object, idx)

## S4 method for signature 'LambdaMax'
is_decr(object, idx)

Arguments

A	An Expression or numeric matrix.
object	A LambdaMax object.
values	A list of arguments to the atom.
idx	An index into the atom.

Methods (by generic)

• to_numeric(LambdaMax): The largest eigenvalue of A. Requires that A be symmetric.

• .domain(LambdaMax): Returns the constraints describing the domain of the atom.

• .grad(LambdaMax): Gives the (sub/super)gradient of the atom with respect to each argument. Matrix expressions are vectorized, so the gradient is a matrix.

• validate_args(LambdaMax): Check that A is square.

• dim_from_args(LambdaMax): The atom is a scalar.

• sign_from_args(LambdaMax): The sign of the atom is unknown.

• is_atom_convex(LambdaMax): The atom is convex.

• is_atom_concave(LambdaMax): The atom is not concave.

• is_incr(LambdaMax): The atom is not monotonic in any argument.

• is_decr(LambdaMax): The atom is not monotonic in any argument.

Slots

A

An Expression or numeric matrix.

cvxgrp/CVXR documentation built on Nov. 8, 2024, 5:47 p.m.