prox.l1 {amanpg}

Proximal L1 Mapping

Description

Calculates the proximal L1 mapping for the given input matrix

Usage

prox.l1(z, lambda, r)

Arguments

z

input matrix

lambda

parameters for calculating proximal L1 mapping

r

number of columns used in matrix

Value

x_prox

proximal L1 Mapping

Author(s)

Shixiang Chen, Justin Huang, Benjamin Jochem, Shiqian Ma, Lingzhou Xue and Hui Zou

References

Chen, S., Ma, S., Xue, L., and Zou, H. (2020) "An Alternating Manifold Proximal Gradient Method for Sparse Principal Component Analysis and Sparse Canonical Correlation Analysis" *INFORMS Journal on Optimization* 2:3, 192-208