pyproximal.projection.HankelProj#
- class pyproximal.projection.HankelProj[source]#
Hankel matrix projection.
Solves the least squares problem
\[\min_{X\in\mathcal{H}} \|X-X_0\|_F^2\]where \(\mathcal{H}\) is the set of Hankel matrices.
Notes
The solution to the above-mentioned least squares problem is given by a Hankel matrix, where the (constant) anti-diagonals are the average value along the corresponding anti-diagonals of the original matrix \(X_0\).
Methods
__init__(*args, **kwargs)
