![]() |
|
|
| Subject:
maximizing a function of matrices
Category: Science > Math Asked by: elgoog_elgoog-ga List Price: $80.00 |
Posted:
16 Oct 2006 10:19 PDT
Expires: 15 Nov 2006 09:19 PST Question ID: 774065 |
Let f = det(X'X)^{-m/2} * etr ( -Y (X'X)^{-1} Y').
Here both X and Y are real matrices.
X has full column rank.
X' denotes the matrix transpose.
X^{-1} is the matrix inverse.
det(.) denotes the determinant of a matrix.
etr(.) is the exponential trace function etr(.) = exp( trace(.) ).
m is a constant scalar.
Y is a constant matrix.
I am interested in finding X that maximizes the function f.
1. If we assume we know nothing about X, and also assume Y has full
column rank, then function f has maximum. Dr. Israel has solved this
problem. See http://groups.google.com/group/sci.math/msg/742abcca5e9998ec
2. Now the problem is what if we know some columns of X? That is, if
some columns of X are known to be fixed, how to find other unknown
columns to maximize the function f?
Thank you very much. | |
|
|
| There is no answer at this time. |
|
| There are no comments at this time. |
If you feel that you have found inappropriate content, please let us know by emailing us at answers-support@google.com with the question ID listed above. Thank you. |
| Search Google Answers for |
| Google Home - Answers FAQ - Terms of Service - Privacy Policy |