slope::SortedL1Norm Class Reference

Class representing the Sorted L1 Norm. More...

#include <sorted_l1_norm.h>

Public Member Functions
double	eval (const Eigen::VectorXd &beta, const Eigen::ArrayXd &lambda) const
	Evaluates the Sorted L1 Norm.
Eigen::MatrixXd	prox (const Eigen::VectorXd &beta, const Eigen::ArrayXd &lambda) const
	Computes the proximal operator of the Sorted L1 Norm.
double	dualNorm (const Eigen::VectorXd &a, const Eigen::ArrayXd &lambda) const
	Computes the dual norm of a vector.

Detailed Description

Class representing the Sorted L1 Norm.

Definition at line 15 of file sorted_l1_norm.h.

Member Function Documentation

dualNorm()

double slope::SortedL1Norm::dualNorm	(	const Eigen::VectorXd &	a,
		const Eigen::ArrayXd &	lambda
	)		const

Computes the dual norm of a vector.

Parameters

a	The vector.
lambda	The regulariation weights.

Returns

The dual norm.

Definition at line 74 of file sorted_l1_norm.cpp.

eval()

double slope::SortedL1Norm::eval	(	const Eigen::VectorXd &	beta,
		const Eigen::ArrayXd &	lambda
	)		const

Evaluates the Sorted L1 Norm.

Parameters

beta	The beta parameter.
lambda	The regularization weights.

Returns

The evaluation result.

Definition at line 8 of file sorted_l1_norm.cpp.

prox()

Eigen::MatrixXd slope::SortedL1Norm::prox	(	const Eigen::VectorXd &	beta,
		const Eigen::ArrayXd &	lambda
	)		const

Computes the proximal operator of the Sorted L1 Norm.

Parameters

beta	The beta parameter.
lambda	The regulariation weights.

Returns

The proximal operator result.

Definition at line 20 of file sorted_l1_norm.cpp.

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The documentation for this class was generated from the following files:

• src/slope/sorted_l1_norm.h
• src/slope/sorted_l1_norm.cpp