Solution of a matrix equation
Hi Guys,
I am currently doing some analysis that requires me to solve the following matrix equation: ri = v * Ai * v' where ri is a scalar, there are many of these (>n) and they are all known. v is a row vector [v1 v2 ... vn], v' is it's transpose. Ai is an n*n matrix corresponding to the ri values, these are all known. The matrices Ai are symmetrical, real and all elements are positive. I am trying to solve this equation for the vector v. Does anyone know of a simple method to solve this, or is anyone aware of online notes that may be able to help? Many thanks, B |
You have a number of equations of quatratic forms. You can use Newton Approch:
f_i(v)=ri - v.Ai.v' F = [ f_1 , ... , f_n ] N(v)=v-(DF^(-1)(v))*F(v) where DF^(-1)(v) is the inverse of DF (gradient of F). Start with some v* |
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