Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Is there a spectral or eigen-value solution to finding $X$ such that $Tr(CX^TMX)$ is minimum for a symmetric matrix $C$ and a p.s.d matrix $M$. Also there is a linear constraint on the minimization that $TrX^TL=\lambda$ where $L$ is a given real matrix and $\lambda$ is a given real scalar.

If not what would be some solution to find $X$ that gives the minimum?

share|improve this question
add comment

Know someone who can answer? Share a link to this question via email, Google+, Twitter, or Facebook.

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.