Nuclear Norm

The nuclear norm, i.e. sum of the singular values of a matrix.

norm_nuc(A)

Arguments

A

An Expression or matrix.

Value

An Expression representing the nuclear norm of the input.

Examples

C <- Variable(3,3)
val <- cbind(3:5, 6:8, 9:11)
prob <- Problem(Minimize(norm_nuc(C)), list(C == val))
result <- solve(prob)
result$value
#> [1] 23.17326