Spectrahedron

<p>A spectrahedron is a convex body defined by a linear matrix inequality of the form \(A_0 + x_1 A_1 + ... + x_n A_n \preceq 0\).
The matrices \(A_i\) are symmetric \(m \times m\) real matrices and \(\preceq 0\) denoted negative semidefiniteness.</p>

Provides an R interface for 'volesti' C++ package. 'volesti' computes estimations of volume
of polytopes given by (i) a set of points, (ii) linear inequalities or (iii) Minkowski sum of segments
(a.k.a. zonotopes). There are three algorithms for volume estimation as well as algorithms
for sampling, rounding and rotating polytopes. Moreover, 'volesti' provides algorithms for
estimating copulas useful in computational finance.

Vissarion Fisikopoulos

volesti

Volume Approximation and Sampling of Convex Polytopes

Spectrahedron function

<ul>
<li><p><code>matrices</code> A list with the matrices \(A_0, A_1, ..., A_n\)</p></li>
</ul>

Spectrahedron: An `R` class to represent spectrahedra.

Description

Arguments

Fields