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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 2:53 AM
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"Frank " <> wrote in message <kc0dc2$omi$>...
> 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?


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