Learn R Programming
CVXR (version 1.0)

LambdaMax-class: The LambdaMax class.

Description

The maximum eigenvalue of a matrix, \(\lambda_{\max}(A)\).

Usage

LambdaMax(A)
# S4 method for LambdaMax
to_numeric(object, values)
# S4 method for LambdaMax
.domain(object)
# S4 method for LambdaMax
.grad(object, values)
# S4 method for LambdaMax
validate_args(object)
# S4 method for LambdaMax
dim_from_args(object)
# S4 method for LambdaMax
sign_from_args(object)
# S4 method for LambdaMax
is_atom_convex(object)
# S4 method for LambdaMax
is_atom_concave(object)
# S4 method for LambdaMax
is_incr(object, idx)
# S4 method for LambdaMax
is_decr(object, idx)

Arguments

A

An '>Expression or numeric matrix.

object

A '>LambdaMax object.

values

A list of arguments to the atom.

idx

An index into the atom.

Methods (by generic)

  • to_numeric: The largest eigenvalue of A. Requires that A be symmetric.

  • .domain: Returns the constraints describing the domain of the atom.

  • .grad: Gives the (sub/super)gradient of the atom with respect to each argument. Matrix expressions are vectorized, so the gradient is a matrix.

  • validate_args: Check that A is square.

  • dim_from_args: The atom is a scalar.

  • sign_from_args: The sign of the atom is unknown.

  • is_atom_convex: The atom is convex.

  • is_atom_concave: The atom is not concave.

  • is_incr: The atom is not monotonic in any argument.

  • is_decr: The atom is not monotonic in any argument.

Slots

A

An '>Expression or numeric matrix.