R/svd_soft_thresh.R
In nchenderson/nidaarem: Nesterov Initialized Damped Anderson Acceleration with Epsilon Monotonicity
Defines functions
svd_soft_thresh
svd_soft_thresh <- function(A, lambda) {
tmp <- svd(A)
d_thresh <- pmax(tmp$d - lambda, 0)
ans <- tcrossprod(t(t(tmp$u)*d_thresh),tmp$v)
return(ans)
}
nchenderson/nidaarem documentation built on Feb. 19, 2020, 12:45 p.m.
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Defines functions svd_soft_thresh
svd_soft_thresh <- function(A, lambda) {
tmp <- svd(A)
d_thresh <- pmax(tmp$d - lambda, 0)
ans <- tcrossprod(t(t(tmp$u)*d_thresh),tmp$v)
return(ans)
}
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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