Results 1 to 3 of 3

Math Help - matrix trace minimizations and zeros

  1. #1
    Newbie
    Joined
    Jan 2013
    From
    Portugal
    Posts
    3

    matrix trace minimizations and zeros

    Hello,
    I would like to minimize and find the zeros of the function F(S,P)=trace(S-SP’(A+ PSP’)^-1PS) in respect to S and P.
    S is symmetric square matrix.
    P is a rectangular matrix
    Could you help me?
    Thank you very much
    All the best
    GoodSpirit
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Newbie
    Joined
    Jan 2013
    From
    Portugal
    Posts
    3

    Re: matrix trace minimizations and zeros

    Hello everybody,

    Perhaps I should explain a little bit.

    The aim is to minimize an error metric and preferentially drive it to zero.
    This should be done as function of S and P, as function of their rank and dimensions.
    By the way, the matrix A is symmetric too.

    Many thanks

    Best regards

    GoodSpirit
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Newbie
    Joined
    Jan 2013
    From
    Portugal
    Posts
    3

    Re: matrix trace minimization and zeros

    Hello again,

    I forgot to say that P' and S' are the transpose of P and S respectively.
    and ^-1 is the inverse operation.

    I've been using matrix derivatives...

    What do you think about that?

    best regards

    GoodSpirit
    Last edited by GoodSpirit; January 25th 2013 at 03:38 AM.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Help with matrix trace
    Posted in the Advanced Algebra Forum
    Replies: 4
    Last Post: December 8th 2012, 01:24 AM
  2. matrix trace and idempotent
    Posted in the Advanced Algebra Forum
    Replies: 4
    Last Post: October 15th 2010, 01:10 AM
  3. derivative of trace of a Matrix
    Posted in the Advanced Algebra Forum
    Replies: 0
    Last Post: March 25th 2010, 10:19 AM
  4. Trace about similar matrix
    Posted in the Advanced Algebra Forum
    Replies: 1
    Last Post: October 20th 2009, 09:45 AM
  5. Matrix trace relations
    Posted in the Advanced Algebra Forum
    Replies: 2
    Last Post: July 6th 2009, 10:52 AM

Search Tags


/mathhelpforum @mathhelpforum