mat_shrink: Soft threshholding operator.

Description Usage Arguments Value Examples

Description

Applies the shrinkage operator for singular value tresholding.

Usage

1
mat_shrink(K, tau)

Arguments

K

matrix

tau

regularization parameter

Value

Matrix

Examples

1
mat_shrink(matrix(c(1,0,0,0,1,1,1,1,1), nrow=3, ncol=3, byrow=TRUE),0.35)

pbombina/ADMM documentation built on Aug. 14, 2019, 11:30 a.m.