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Topic: Least-squares scaling
Replies: 4   Last Post: Nov 13, 2012 6:57 PM

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Kaba

Posts: 3
Registered: 10/25/12
Re: Least-squares scaling
Posted: Nov 13, 2012 6:35 PM
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I wrote:
> SPP^T + PP^T S = RP^T + PR^T

This equation is known as a Lyapunov equation:

http://en.wikipedia.org/wiki/Lyapunov_equation

It seems I should find algorithms for solving such equations.

--
http://kaba.hilvi.org




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