SuanShu, a Java numerical and statistical library

com.numericalmethod.suanshu.model.daspremont2008

Interface ExtremalGeneralizedEigenvalueSolver

• Method Summary

All Methods
Modifier and Type Method and Description
Vector computeOptimalPositions(int card)
Computes the solution to the problem described in Section 3.2 in reference.
• Method Detail

• computeOptimalPositions

Vector computeOptimalPositions(int card)
Computes the solution to the problem described in Section 3.2 in reference.
Parameters:
card - the cardinality constraint, the number of non-zero elements in x, the solution
Returns:
vector x in eq. 10 in reference