toep {sdpt3r} | R Documentation |
toep
creates input for sqlp to solve the Toeplitz approximation problem -
given a symmetric matrix F, find the nearest symmetric positive definite Toeplitz matrix.
toep(A)
A |
A symmetric matrix |
For a symmetric matrix A, determines the closest Toeplitz matrix. Mathematical and implementation details can be found in the vignette
X |
A list containing the solution matrix to the primal problem |
y |
A list containing the solution vector to the dual problem |
Z |
A list containing the solution matrix to the dual problem |
pobj |
The achieved value of the primary objective function |
dobj |
The achieved value of the dual objective function |
data(Ftoep) #Not Run #out <- toep(Ftoep)