# Tagged Questions

49 views

### how to solve an optimization problem in terms of matrices as the argument

How can I minimize an expression of the form a^T A a where a is a matrix. The following approach does not work if ...
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### How to find a scaling parameter in matrix inversion process by MMA?

I simply would like to find the inverse of a given matrix $A$ by the iterative method $X_{k+1}=X_k(2I-AX_k)$ using $X_0=\frac{1}{\sigma_{max}^2}A^*$. An example is as follows ...
636 views

### Fastest way to create a NxNxNxN dimensional matrix

I have a function that outputs a complex number Func[x_,y_]:= blah blah; I have constructed a table of all possible values of this function. ...
341 views

### How can I complete a correlation matrix with missing values?

I would like to complete a correlation matrix with missing entries, such that the resulting matrix is positive semi-definite. Say I want to find some x and some y in the next matrix that satisfy ...
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### Decomposing a diagonal positive real matrix

I would like to 'decompose' a diagonal positive real matrix $E$ of rank $D$ onto $\sum_{i=1}^{D}c(i)N^i$: E = \left( \begin{array}{ccc} 0 & & & \\ & a & & \\ ...
75 views

Suppose that $A$ is an $n \times n$ matrix, and I have observed some entries of $A$, say, $A_S$ ($A$ restricted on $S$) for some subset $S$ in $\{1,...,n\} \times \{1,...,n\}$. I want to know if it's ...
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162 views

### Need an efficient method for finding certain matrices

I am trying to write a function which produces square matrices with certain characteristics. The function should have two inputs: number of the rows, n number of ...