Description Usage Arguments Value Examples
View source: R/prox_l1.R View source: R/soft.thresholding.R
Computes the proximal operator of the L1 norm:
h(x) = λ ||x||_1 ,
where λ is a scaling factor.
Computes the proximal operator of the L1 norm:
h(x) = λ ||x||_1 ,
where λ is a scaling factor.
1 2 3 | soft.thresholding(x, lambda)
soft.thresholding(x, lambda)
|
x |
The input vector |
t |
The step size |
opts |
List of parameters, which must include:
|
x |
The input vector |
t |
The step size |
opts |
List of parameters, which must include:
|
The proximal of h at x with step size t, given by
prox_h(x,t) = argmin_u [ t h(u) + 1/2 || x - u ||^2 ]
.
The proximal of h at x with step size t, given by
prox_h(x,t) = argmin_u [ t h(u) + 1/2 || x - u ||^2 ]
.
1 2 |
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