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Re: Matrix Minimization

  • To: mathgroup at
  • Subject: [mg99769] Re: Matrix Minimization
  • From: dh <dh at>
  • Date: Thu, 14 May 2009 01:39:37 -0400 (EDT)
  • References: <gue2j0$7kd$>


you may minimize a real scalar but not a matrix. However, what you can 

do is to minimize some measure like a Norm of the matrix.

Towards this aim, you will have to calculate e.g. Norm[] and then 

minimize it.


math.mud.mad at wrote:

> Hi ,


> i would like to minimize the following matrix  M with respect to A.


> M=  E_X + A E_S A' + A E_P A'        E_X H' +A E_S H'

>        H E_X + H E_S A'                 H E_X H' + H E_S H' + E_Q


> where E_X, E_S, E_P and E_Q are covariance matrices..


> can we do matrix optimization in mathematica?


> thanks a lot..


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