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Frank
Posts:
58
Registered:
4/8/10


matrix problem
Posted:
Jan 1, 2013 11:34 PM


Hello,
I have a problem:
max Re{Tr(W^H D W B)} s.t. W^H W = I
where all the matrices are complex and D is complex diagonal. The unknown is W. How can I find W?
Thanks a lot.
Frank



