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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,