       Re: Matrix Minimization

• To: mathgroup at smc.vnet.net
• Subject: [mg99826] Re: Matrix Minimization
• From: dh <dh at metrohm.com>
• Date: Fri, 15 May 2009 04:21:33 -0400 (EDT)
• References: <gue2j0\$7kd\$1@smc.vnet.net> <gugaqf\$egm\$1@smc.vnet.net> <gugcb9\$fjk\$1@smc.vnet.net>

```
Hi,

if you want to minimize log det (M) you define a function of the

parameters that returns log det (M). Subsequently you minimize this

function using e.g. Minimize, NMinimize, FindMinimum..

Daniel

> 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,

>

```

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