A simple and numerical stable algorithm for solving the cone projection problem based on a Gram-Schmidt process
Computation
2012-07-12 v1
Abstract
We are presenting a simple and numerical stable algorithm for the solution of the cone projection problem which is suitable for relative small data sets and for simulation purposes needed for convexity tests. Not even one pseudo-inverse matrix is computed because of a proper Gram-Schmidt orthonormalization process that is used.
Cite
@article{arxiv.1207.2611,
title = {A simple and numerical stable algorithm for solving the cone projection problem based on a Gram-Schmidt process},
author = {Demetris T. Christopoulos},
journal= {arXiv preprint arXiv:1207.2611},
year = {2012}
}
Comments
5 pages, 2 figures