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4.5. HOW TO CHOOSE ρ AND λ 89<br />

3<br />

(a) Original<br />

1.5<br />

(b) First Derivative<br />

2.5<br />

1<br />

2<br />

0.5<br />

ρ(x)<br />

1.5<br />

ρ’(x)<br />

0<br />

1<br />

−0.5<br />

0.5<br />

−1<br />

0<br />

−3 −2 −1 0 1 2 3<br />

x<br />

−1.5<br />

−3 −2 −1 0 1 2 3<br />

x<br />

6<br />

(c) Second Derivative<br />

5<br />

4<br />

ρ’’(x)<br />

3<br />

2<br />

1<br />

0<br />

−3 −2 −1 0 1 2 3<br />

x<br />

Figure 4.2: Function ¯ρ (as ρ in figures) and its first and second derivatives. ¯ρ, ¯ρ ′ and ¯ρ ′′<br />

are solid curves. The dashed curve in figure (a) is the absolute value. The dashed curve in<br />

figure (b) is the signum function.<br />

and<br />

∂ 2<br />

∂ 2 x ¯ρ(x, γ) =γe−γ|x| . (4.5)<br />

It is easy to verify that ¯ρ is C 2 .<br />

Figure 4.2 shows for fixed γ, the function ¯ρ and its first and second derivatives. Figure<br />

4.3 shows the function ¯ρ at a neighborhood of the origin with different values of γ.<br />

For fixed γ and function ¯ρ, the following result tells us how to choose λ.<br />

Proposition 4.1 If ̂x is the solution to the problem in (4.2), then we have<br />

‖Φ T (y − Φ̂x)‖ ∞ ≤ λ 2 . (4.6)

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