The sum of the smallest \(k\) eigenvalues of a matrix.
lambda_sum_smallest(A, k)
Arguments
- A
An Expression or matrix.
- k
The number of eigenvalues to sum over.
Value
An Expression representing the sum of the smallest k eigenvalues of the input.
Examples
C <- Variable(3,3)
val <- cbind(c(1,2,3), c(2,4,5), c(3,5,6))
prob <- Problem(Maximize(lambda_sum_smallest(C,2)), list(C == val))
result <- solve(prob)
result$value
#> [1] -0.3448257
result$getValue(C)
#> [,1] [,2] [,3]
#> [1,] 1 2 3
#> [2,] 2 4 5
#> [3,] 3 5 6