jml.optimization
Class ProxLInfinity

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

public class ProxLInfinity
extends java.lang.Object
implements ProximalMapping

Compute prox_th(X) where h = || X ||_{\infty}.

Version:
1.0, Oct. 14th, 2013
Author:
Mingjie Qian

Constructor Summary
ProxLInfinity()
           
 
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 ||_{\infty}.
static void main(java.lang.String[] args)
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

ProxLInfinity

public ProxLInfinity()
Method Detail

main

public static void main(java.lang.String[] args)
Parameters:
args -

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 ||_{\infty}.

Specified by:
compute in interface ProximalMapping
Parameters:
t - a nonnegative real scalar
X - a real column matrix
Returns:
prox_th(X) where h = || X ||_{\infty}