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RSSL (version 0.9.7)

projection_simplex: Project an n-dim vector y to the simplex Dn

Description

Where \(Dn = \{ 0 <= x <= 1, sum(x) = 1\}\). R translation of Loog's version of Xiaojing Ye's initial implementation. The algorithm works row-wise.

Usage

projection_simplex(y)

Value

projection of y onto the simplex

Arguments

y

matrix with vectors to be projected onto the simplex

References

Algorithm is explained in http://arxiv.org/abs/1101.6081