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Topic: Exhaustive search over set of matrices
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Posts: 15
Registered: 6/5/13
Exhaustive search over set of matrices
Posted: Jul 27, 2013 7:08 AM
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I have to write a code which includes doing an exhaustive search over a set of all matrices U which are nxb matrices and which fulfil the following constraints: U'*(H'*H-G'*G)*U>0,U'*U=I, where H and G are some known matrices. I need to find the matrix U that maximizes some expression. Does anyone have idea how can I do this? I will appreciate your help very much.

Thank you,

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