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 math.mud.mad wrote: > 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, >