Hello,
I would like to minimize and find the zeros of the function F(S,P)=trace(S-SP’(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
Return to Algebra - Matrices, Determinants, Subspaces, Vectors, Rings, Complex Numbers
Users browsing this forum: No registered users and 1 guest