multiband (version 0.1.0)

update_Lipschitz: Update Lipschitz constant for phase majorization

Description

update_Lipschitz computes a Lipschitz constant for the gradient of the objective function with the amplitude parameters fixed.

Usage

update_Lipschitz(tms, beta, a, inflate = 1)

Arguments

tms

list of matrices whose rows are the triple (t,m,sigma) for each band.

beta

intercept estimates

a

amplitude estimates

inflate

factor by which to multiply the Lipschitz constants

Examples

test_data <- synthetic_multiband()
tms <- test_data$tms
beta <- test_data$beta
a <- test_data$a
update_Lipschitz(tms,beta,a)