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Matrix trace minimization and zeros 
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#1
Jan2313, 08:21 AM

P: 19

Hello, :)
I would like to minimize and find the zeros of the function F(S,P)=trace(SSP’(A+ PSP’)^1PS) in respect to S and P. S is symmetric square matrix. P is a rectangular matrix Could you help me? Thank you very much All the best GoodSpirit 


#2
Jan2413, 06:03 AM

P: 19

Hello everybody,
Perhaps I should explain a little bit. The aim is to minimize an error metric and preferentially drive it to zero. This should be done as function of S and P, as function of their rank and dimensions in particular. By the way, the matrix A is symmetric too. Many thanks 


#3
Jan2513, 06:03 AM

P: 19

Hello,
Trying to update the equation presentation. [tex] F(S,P)=tr(SS P^T(A+PSP^T)^1 PS) [/tex] A is positive definite I've using matrix derivatives What do you think? All the best GoodSpirit 


#4
Jan2513, 06:04 AM

P: 19

Matrix trace minimization and zeros
LateX didn't work here
How to present an equation here? Thank you Good Spirit 


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