Maximum Singular Value

The maximum singular value of a matrix.

sigma_max(A = A)

Arguments

A

An Expression or matrix.

Value

An Expression representing the maximum singular value.

Examples

C <- Variable(3,2)
val <- rbind(c(1,2), c(3,4), c(5,6))
obj <- sigma_max(C)
constr <- list(C == val)
prob <- Problem(Minimize(obj), constr)
result <- solve(prob, solver = "SCS")
result$value
#> [1] 9.525451
result$getValue(C)
#>      [,1] [,2]
#> [1,]    1    2
#> [2,]    3    4
#> [3,]    5    6