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Topic: matrix problem
Replies: 3   Last Post: Jan 2, 2013 3:18 AM

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Bruno Luong

Posts: 8,565
Registered: 7/26/08
Re: matrix problem
Posted: Jan 2, 2013 2:53 AM
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"Frank " <allinone_2003@yahoo.com.hk> wrote in message <kc0dc2$omi$1@newscl01ah.mathworks.com>...
> 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?
>


As I understand Re{Tr(W^H D W B)} is a *vector* function, what do you mean by maximizing it?

Bruno



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