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lambda_max

Maximum Eigenvalue


Description

The maximum eigenvalue of a matrix, λ_{\max}(A).

Usage

lambda_max(A)

Arguments

A

An Expression or matrix.

Value

An Expression representing the maximum eigenvalue of the input.

Examples

A <- Variable(2,2)
prob <- Problem(Minimize(lambda_max(A)), list(A >= 2))
result <- solve(prob)
result$value
result$getValue(A)

obj <- Maximize(A[2,1] - A[1,2])
prob <- Problem(obj, list(lambda_max(A) <= 100, A[1,1] == 2, A[2,2] == 2, A[2,1] == 2))
result <- solve(prob)
result$value
result$getValue(A)

CVXR

Disciplined Convex Optimization

v1.0-10
Apache License 2.0 | file LICENSE
Authors
Anqi Fu [aut, cre], Balasubramanian Narasimhan [aut], David W Kang [aut], Steven Diamond [aut], John Miller [aut], Stephen Boyd [ctb], Paul Kunsberg Rosenfield [ctb]
Initial release

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