Maximum Eigenvalue
The maximum eigenvalue of a matrix, λ_{\max}(A).
lambda_max(A)
A |
An Expression or matrix. |
An Expression representing the maximum eigenvalue of the input.
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)
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