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Re: Matrix Minimization

  • To: mathgroup at smc.vnet.net
  • Subject: [mg99769] Re: Matrix Minimization
  • From: dh <dh at metrohm.com>
  • Date: Thu, 14 May 2009 01:39:37 -0400 (EDT)
  • References: <gue2j0$7kd$1@smc.vnet.net>


Hi,

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.

Daniel



math.mud.mad at gmail.com 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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