Source code for cvxpy.atoms.lambda_sum_smallest

"""
Copyright 2013 Steven Diamond

This file is part of CVXPY.

CVXPY is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.

CVXPY is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with CVXPY.  If not, see <http://www.gnu.org/licenses/>.
"""

from cvxpy.expressions.expression import Expression
from cvxpy.atoms.lambda_sum_largest import lambda_sum_largest


[docs]def lambda_sum_smallest(X, k): """Sum of the largest k eigenvalues. """ X = Expression.cast_to_const(X) return -lambda_sum_largest(-X, k)