standardform {SSPA}R Documentation

Transform to standard from

Description

Transforms an objective function containing non-diagonal penalty to standard form (diagonal penalty)

Usage

standardform(b, A, L)

Arguments

b

the b vector of the system: Ax = b.

A

the A matrix of the system: Ax = b.

L

non-diagonal penalty

Details

details follow.

Value

Transformed system ||Ax - b || + lambda ||L|| with L diagonal.

Author(s)

Maarten van Iterson


[Package SSPA version 2.30.0 Index]