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

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Bruno Luong

Posts: 9,822
Registered: 7/26/08
Re: matrix problem
Posted: Jan 2, 2013 3:18 AM
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"Frank " <> wrote in message <kc0pnl$4pd$>...
> In Re{Tr(W^H D W B)} , Tr means trace and therefore, Re{Tr(W^H D W B)} is a scalar.

OK, Re{Tr(W^H D W B)} is quadratic in W, W^t*W = I is again quadratic constraints.

I think you should checkout of fmincon, or maybe you could transform to QEP by the technique explained here
W. Gander, G. H. Golub, and U. Von Matt, "A constrained eigenvalue problem", Linear Algebra Appl., 114-115 (1989), pp. 815839.


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