sdpt3r (version 0.3)

toep: Toeplitz Approximation Problem

Description

toep creates input for sqlp to solve the Toeplitz approximation problem - given a symmetric matrix F, find the nearest symmetric positive definite Toeplitz matrix.

Usage

toep(A)

Arguments

A

A symmetric matrix

Value

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

Details

For a symmetric matrix A, determines the closest Toeplitz matrix. Mathematical and implementation details can be found in the vignette

Examples

# NOT RUN {
data(Ftoep)

#Not Run
#out <- toep(Ftoep)

# }