sdpt3r (version 0.1)

toep: Toeplitz Approximation Problem

Description

toep creates input for sqlp to solve the Toeplitz approximation problem - given a symmetric matrix F, find the nearest symmetric positive definite Toeplitz matrix.

Usage

toep(A)

Arguments

A

A symmetric matrix

Value

Returns an object of class sqlp_input, containing the following:

blk

A matrix object describing the block diagonal structure of the SQLP data

At

A matrix object containing constraint matrices for the primal-dual problem

C

A matrix object containing the constant c matrices in the primal objective function

b

A vector containing the right hand side of the equality constraints in the primal problem

OPTIONS

A list object specifying the value of parbarrier

Details

For a symmetric matrix A, determines the closest Toeplitz matrix. Mathematical and implementation details can be found in the vignette

Examples

# NOT RUN {
data(Ftoep)

out <- toep(Ftoep)
blk <- out$blk
At <- out$At
C <- out$C
b <- out$b

# }