Re: Matrix Minimization

*To*: mathgroup at smc.vnet.net*Subject*: [mg99796] Re: Matrix Minimization*From*: "math.mud.mad" <math.mud.mad at gmail.com>*Date*: Thu, 14 May 2009 02:05:39 -0400 (EDT)*References*: <gue2j0$7kd$1@smc.vnet.net> <gugaqf$egm$1@smc.vnet.net>

On May 14, 2:39 pm, dh <d... at metrohm.com> wrote: > 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.... 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.. Hi Daniel, sorry for my mistake. i want to optimize log det (M) with respect to A. can i use mathematica for that? regards,