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A simple and numerical stable algorithm for solving the cone projection problem based on a Gram-Schmidt process (1207.2611v1)
Published 11 Jul 2012 in stat.CO
Abstract: We are presenting a simple and numerical stable algorithm for the solution of the cone projection problem which is suitable for relative small data sets and for simulation purposes needed for convexity tests. Not even one pseudo-inverse matrix is computed because of a proper Gram-Schmidt orthonormalization process that is used.
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