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Re: Solving a very strange minimization problem with Octave
From: |
Jaroslav Hajek |
Subject: |
Re: Solving a very strange minimization problem with Octave |
Date: |
Thu, 17 Sep 2009 19:14:32 +0200 |
On Thu, Sep 17, 2009 at 6:11 PM, Topi, Corrado <address@hidden> wrote:
> Dear Octave-ians,
>
> I have to solve the following problem:
>
> min || D_ij - SUM p | SUM k A_pk Q_ij| || (1)
>
given that Q_ij is not dependent on p,k, it is, using your notation,
SUM p | SUM k A_pk Q_ij| = |Q_ij| SUM p | SUM k A_pk| = |Q_ij| * C and
you need to minimize || D_ij - C*|Q_ij|||, i.e. a 2-norm of a linear
combination of two given matrices?
If not, please clarify your expression.
--
RNDr. Jaroslav Hajek
computing expert & GNU Octave developer
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz