invCov.cpp File Reference

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Functions
void	m_Ax (double *Ax, double *A, double *x, int n, int ith)
int	lassoCD (double *Theta, double *W, double *S, double lambda, int n, int ith, int flag, int maxIter, double fGap, double xGap)
void	invCov (double *Theta, double *W, double *S, double lambda, double sum_S, int n, int LassoMaxIter, double fGap, double xGap, int maxIter, double xtol)

Function Documentation

void invCov	(	double *	Theta,
		double *	W,
		double *	S,
		double	lambda,
		double	sum_S,
		int	n,
		int	LassoMaxIter,
		double	fGap,
		double	xGap,
		int	maxIter,
		double	xtol
	)

Definition at line 161 of file invCov.cpp.

int lassoCD	(	double *	Theta,
		double *	W,
		double *	S,
		double	lambda,
		int	n,
		int	ith,
		int	flag,
		int	maxIter,
		double	fGap,
		double	xGap
	)

Definition at line 37 of file invCov.cpp.

void m_Ax	(	double *	Ax,
		double *	A,
		double *	x,
		int	n,
		int	ith
	)

Definition at line 19 of file invCov.cpp.