CVXR: matrix_trace – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

matrix_trace

Matrix Trace

Description

The sum of the diagonal entries in a matrix.

Usage

matrix_trace(expr)

Arguments

expr

An Expression or matrix.

Value

An Expression representing the trace of the input.

Examples

C <- Variable(3,3)
val <- cbind(3:5, 6:8, 9:11)
prob <- Problem(Maximize(matrix_trace(C)), list(C == val))
result <- solve(prob)
result$value

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