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Re: matrix problem
Posted:
Jan 2, 2013 2:53 AM


"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



