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Anja
Posts:
15
Registered:
6/5/13


Exhaustive search over set of matrices
Posted:
Jul 27, 2013 7:08 AM


Hello,
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'*HG'*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, Anja



