projgrouporth: Compute the projection of a vector onto the intersection of...

In vguillemot/sparseMCA:

Description

Compute the projection of a vector onto the intersection of the group l1-l2 ball, the l2 ball and the space orthogonal to M.

Usage

projgrouporth(x = x, r = 1, g = g, M = M, itermax = 5000,
  eps = 1e-16)

Arguments

x	A vector of numerics
r	The radius (>0) of the l1 ball
g	Vector of groups.
M	A matrix of vectors
itermax	The maximum number of iterations
eps	Precision

Value

The projection of x onto B_1(a) \cap B_2 \cap M^\perp.

Examples

projgrouporth(x=1:10, r=10, g = 1:10, M=projl2(rnorm(10)))

vguillemot/sparseMCA documentation built on Nov. 5, 2019, 12:02 p.m.