public class ExtremalGeneralizedEigenvalueByGreedySearch extends Object implements ExtremalGeneralizedEigenvalueSolver
Constructor and Description |
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ExtremalGeneralizedEigenvalueByGreedySearch(Matrix A,
Matrix B)
Constructs the problem described in Section 3.2, d'Aspremont (2008),
changed to a minimization problem.
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ExtremalGeneralizedEigenvalueByGreedySearch(Matrix A,
Matrix B,
boolean isMinimizationProblem)
Constructs the problem described in Section 3.2, d'Aspremont (2008).
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Modifier and Type | Method and Description |
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Vector |
computeOptimalPositions(int card)
Computes the solution to the problem described in Section 3.2 in reference.
|
Vector |
getOptimalPositions(int minCard,
int maxCard) |
double |
getOptimalValue() |
public ExtremalGeneralizedEigenvalueByGreedySearch(Matrix A, Matrix B)
A
- the matrix A in eq. 10, reference [1]B
- the matrix B in eq. 10, reference [1]public ExtremalGeneralizedEigenvalueByGreedySearch(Matrix A, Matrix B, boolean isMinimizationProblem)
A
- the matrix A in eq. 10, reference [1]B
- the matrix B in eq. 10, reference [1]isMinimizationProblem
- if true
, eq. 10 in reference [1] is
changed to a minimization problempublic Vector computeOptimalPositions(int card)
ExtremalGeneralizedEigenvalueSolver
computeOptimalPositions
in interface ExtremalGeneralizedEigenvalueSolver
card
- the cardinality constraint, the number of non-zero elements in x, the solutionpublic Vector getOptimalPositions(int minCard, int maxCard)
public double getOptimalValue()
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