Projection onto simplex
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This program computes the projection of any n-dimensional vector y onto the canonical simplex Dn defined by Dn:={x: x n-dimensional vector, 0<=x<=1, sum(x(:))=1 }. Namely, it solves x=arg min_x |x-y| subject to the constraint that x is in Dn.
Syntax:
x = projsplx(y);
Explanation of the algorithm can be found at
http://arxiv.org/abs/1101.6081
or
http://ufdc.ufl.edu/IR00000353/
C code and pre-compiled mex files can be found at the author's website.
Free download from Shareware Connection - This program computes the projection of any n-dimensional vector y onto the canonical simplex Dn defined by Dn
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 16-06-2013 | Rating: 0 | Title: Projection onto simplex
Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/30332/3/projsplx.zip
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