jml.optimization
Class ProxL1

java.lang.Object
  extended by jml.optimization.ProxL1
All Implemented Interfaces:
ProximalMapping

public class ProxL1
extends java.lang.Object
implements ProximalMapping

Compute prox_th(X) where h = || X ||_1.

Version:
1.0, Mar. 11th, 2013
Author:
Mingjie Qian

Constructor Summary
ProxL1()
           
 
Method Summary
 org.apache.commons.math.linear.RealMatrix compute(double t, org.apache.commons.math.linear.RealMatrix X)
          Compute prox_th(X) where h = || X ||_1.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

ProxL1

public ProxL1()
Method Detail

compute

public org.apache.commons.math.linear.RealMatrix compute(double t,
                                                         org.apache.commons.math.linear.RealMatrix X)
Compute prox_th(X) where h = || X ||_1.

Specified by:
compute in interface ProximalMapping
Parameters:
t - a nonnegative real scalar
X - a real matrix
Returns:
prox_th(X) where h = || X ||_1