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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) |
| 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 167 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.