jml.optimization
Class ProxL2

java.lang.Object
  extended by jml.optimization.ProxL2
All Implemented Interfaces:
ProximalMapping

public class ProxL2
extends java.lang.Object
implements ProximalMapping

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

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

Constructor Summary
ProxL2()
           
 
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 ||_F.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

ProxL2

public ProxL2()
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 ||_F. For a vector, h(X) is the l_2 norm of X, for a matrix h(X) is the Frobenius norm of X.

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