Algorithm 3.
Initialize: ν=0, u=0, s=0, t=0. | |||
While “ not converge” do | |||
r = max|νi|, | |||
j = argmaxi|νi|, | |||
if r<λ then | |||
, | |||
, | |||
t ← t + tw, | |||
ν ← ν + twATf − λsjATAj, | |||
uj ← ((t − 1)uj + sj)/t, | |||
else | |||
sj ← sign(νj) | |||
ν ← ν − λATAjsj, | |||
uj ← ((t − 1)uj + λsj)/t, | |||
end if | |||
end while |