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.. >