sumabsk implements an operator which returns the sum of the k largest absolute values of a vector, or sum of k largest absolute eigenvalues of a positive semi-definite matrix. A weighted sum is also possible, with a non-increasing non-negative weight vector p.


y = sumabsk(x,k)
y = sumabsk(x,k,p)

Operator implementation

The operator is implemented using a graph model for the vector case, and semidefinite programming based graph model for the symmetric matrix case.