R/BinarySearch.R

In ecamenen/r-rgcca: RGCCA and Sparse GCCA for multi-block data analysis

#' Internal function which does not have to be used by the users 
#' @author Arnaud Gloaguen
#' @keywords internal
BinarySearch <-
function(argu,sumabs){
  if(norm2(argu)==0 || sum(abs(argu/norm2(argu)))<=sumabs) return(0)
  lam_max = max(abs(argu))
  lam1      <- 0
  lam2      <- lam_max
  iter <- 1
  while(iter < 500){
    su <- soft(argu,(lam1+lam2)/2)
    if(sum(abs(su/norm2(su)))<sumabs){
      lam2 <- (lam1+lam2)/2
    } else {
      lam1 <- (lam1+lam2)/2
    }
    if((lam2-lam1)/lam1 < 1e-10){
      if (lam2 != lam_max){
        return(lam2)
      }else{
        return(lam1)
      }
    }
    iter <- iter+1
  }
  warning("Didn't quite converge")
  return((lam1+lam2)/2)
}