Q.func {LSVAR}

An auxiliary function in FISTA algorithm

Description

Auxiliary function for FISTA implementation

Usage

Q.func(x, y, A, b, L, AtA, Atb)

Arguments

x

Model parameter for previous update

y

Model parameter for updating

A

An n by p design matrix

b

A correspond vector, or matrix with size of n by 1 or n by p

L

Learning rate

AtA

Gram matrix for design matrix A

Atb

Inner product for design matrix A and correspond vector b

Value

Value of function Q