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Re: Optimization problem

Subject: Re: Optimization problem
From: Robert Israel
Date: 31 Oct 2006 06:45:09 GMT
Newsgroups: sci.math
In article <1162252140.218225.224600@xxxxxxxxxxxxxxxxxxxxxxxxxxxx>,
amitsoni.1984@xxxxxxxxx <amitsoni.1984@xxxxxxxxx> wrote:
>Hi,
>
>I have got this interesting optimization problem which I need to code
>over Matlab. It goes like this:
>
>I am given 5 4X4 matrices, say A,B,C,D,E. I have to find 5 unitary
>matrices Q,R,S,T,U such that the absolute value of trace of
>(AQ+BR+CS+DT+EU) is minimized.
>
>Can anyone help me with this?

Not with the Matlab, but you might note that for any n x n 
matrix A (with n > 1) there is a unitary matrix Q such that 
trace(AQ) = 0.  This can be obtained with the help of the 
singular value decomposition of A.

Robert Israel                                israel@xxxxxxxxxxx
Department of Mathematics        http://www.math.ubc.ca/~israel 
University of British Columbia            Vancouver, BC, Canada

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