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