log_det {CVXR}R Documentation

Log-Determinant

Description

The natural logarithm of the determinant of a matrix, \log\det(A).

Usage

log_det(A)

Arguments

A

An Expression or matrix.

Value

An Expression representing the log-determinant of the input.

Examples

x <- t(data.frame(c(0.55, 0.25, -0.2, -0.25, -0.0, 0.4),
                  c(0.0, 0.35, 0.2, -0.1, -0.3, -0.2)))
n <- nrow(x)
m <- ncol(x)

A <- Variable(n,n)
b <- Variable(n)
obj <- Maximize(log_det(A))
constr <- lapply(1:m, function(i) { p_norm(A %*% as.matrix(x[,i]) + b) <= 1 })
prob <- Problem(obj, constr)
result <- solve(prob)
result$value

[Package CVXR version 1.0-10 Index]