gen_lambda_max

Computes the maximum generalized eigenvalue lambda_max(A, B).
Requires A symmetric and B positive semidefinite. This is a quasiconvex atom.

An object-oriented modeling language for disciplined
convex programming (DCP) as described in Fu, Narasimhan, and Boyd
(2020, <doi:10.18637/jss.v094.i14>). It allows the user to
formulate convex optimization problems in a natural way following
mathematical convention and DCP rules. The system analyzes the
problem, verifies its convexity, converts it into a canonical
form, and hands it off to an appropriate solver to obtain the
solution. This version uses the S7 object system for improved
performance and maintainability.

Anqi Fu

CVXR

Disciplined Convex Optimization

Balasubramanian Narasimhan

Steven Diamond

John Miller

Stephen Boyd

gen_lambda_max function

<dl><dt>A</dt>
<dd>A square symmetric matrix expression</dd>
<dt>B</dt>
<dd>A square PSD matrix expression of the same dimension as A</dd></dl>

Arguments

Maximum generalized eigenvalue — gen_lambda_max

<dl>

<dt>A</dt>
<dd>A square symmetric matrix expression</dd>


<dt>B</dt>
<dd>A square PSD matrix expression of the same dimension as A</dd>

</dl>

gen_lambda_max: Maximum generalized eigenvalue

Description

Usage

Value

Arguments