projl1l2orth: Compute the projection of a vector onto the intersection of...

Description Usage Arguments Value Examples

View source: R/projl1l2orth.R

Description

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

Usage

1
projl1l2orth(x, a = 1, M, itermax = 5000, eps = 1e-16)

Arguments

x

A vector of numerics

a

The radius (>0) of the l1 ball

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

1
projl1l2orth(1:10, a=10, M=projl1l2(rnorm(10))$x)

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