Soft-thresholding

Overwrites each entry of \(A\) with its soft-thresholded value.

Implementation

C++ API

void SoftThreshold(Matrix<F> &A, Base<F> tau, bool relative = false)
void SoftThreshold(AbstractDistMatrix<F> &A, Base<F> tau, bool relative = false)

C API

ElError ElSoftThreshold_s(ElMatrix_s A, float rho, bool relative)
ElError ElSoftThreshold_d(ElMatrix_d A, double rho, bool relative)
ElError ElSoftThreshold_c(ElMatrix_c A, float rho, bool relative)
ElError ElSoftThreshold_z(ElMatrix_z A, double rho, bool relative)
ElError ElSoftThresholdDist_s(ElDistMatrix_s A, float rho, bool relative)
ElError ElSoftThresholdDist_d(ElDistMatrix_d A, double rho, bool relative)
ElError ElSoftThresholdDist_c(ElDistMatrix_c A, float rho, bool relative)
ElError ElSoftThresholdDist_z(ElDistMatrix_z A, double rho, bool relative)