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

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Frank

Posts: 57
Registered: 4/8/10
matrix problem
Posted: Jan 1, 2013 11:34 PM
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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?

Thanks a lot.

Frank



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