Tagged Questions
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0answers
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Show that the solution is via a Generalized Eigenvalue problem
Show that the minimizer is obtained by a generalized eigenvalue problem.
$$\alpha=\underset{1^TK\alpha=0; \ \alpha^TK^2\alpha=1}{\text {arg min}} \gamma ||f||_{K}^2+f^TLf$$
Details:
$K$ ...
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2answers
361 views
Uniqueness of symmetric positive definite matrix decomposition
We know that any symmetric positive semi-definite matrix $K$ can be written as $K= AA^T$, where $A$ has real components.
One way to get to $A$ is to compute eigen value decomposition of $K= P^T DP$ ...
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1answer
116 views
Solution for a Frobenius norm inequality
Am trying to find a real scalar $\gamma$ such that for a given pair of real rectangular matrices $X,Y$ the following holds:
$\frac{||Y||_{F}^{2}}{5} \leq ||\gamma X||_{F}^{2}\leq ||Y||_{F}^{2}$
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1answer
47 views
Scalar multiplication and Frobenius norm
Was wondering on what would be the real number (scalar) $\gamma$ that needs to be multiplied with each entry in a real rectangular matrix $X_{m\times n}$ such that the Frobenius norm of $X$ equals a ...
