Copyright | (c) Alberto Ruiz 2011-14 |
---|---|
Stability | provisional |
Safe Haskell | None |
Language | Haskell98 |
Linear system solvers in the L_1 norm using linear programming.
- l1Solve :: Double -> Matrix Double -> Vector Double -> Vector Double
- l1SolveGT :: Double -> Matrix Double -> Vector Double -> Vector Double
- l1SolveO :: Matrix Double -> Vector Double -> Vector Double
- lInfSolveO :: Matrix Double -> Vector Double -> Vector Double
- l1SolveU :: Matrix Double -> Vector Double -> Vector Double
Documentation
Solution in the L_1 norm, with L_1 regularization, of a linear system Ax=b
.
argmin_x λ||x||_1 + ||Ax-b||_1
Solution in the L_1 norm, with L_1 regularization, of a system of linear inequalities Ax>=b
.
argmin_x λ||x||_1 + ||step(b-Ax)||_1
l1SolveO :: Matrix Double -> Vector Double -> Vector Double Source
L_1 solution of overconstrained system Ax=b.
argmin_x ||Ax-b||_1