projection_simplex {RSSL}

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)

Arguments

y

matrix with vectors to be projected onto the simplex

Value

projection of y onto the simplex

References

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