admm_solver.py 文件源码

def Prox_logdet(self, S, A, eta):
        d, q = numpy.linalg.eigh(eta*A-S)
        q = numpy.matrix(q)
        X_var = ( 1/(2*float(eta)) )*q*( numpy.diag(d + numpy.sqrt(numpy.square(d) + (4*eta)*numpy.ones(d.shape))) )*q.T
        x_var = X_var[numpy.triu_indices(S.shape[1])] # extract upper triangular part as update variable      
        return numpy.matrix(x_var).T