# Tagged Questions

**1**

vote

**0**answers

115 views

### Reduce a Combinatorial problem

It is given n sets with k vectors. (k is element-wise positive or zero)
Choose one vector of each set so that the biggest element of the sum of the chosen vectors is minimal.
What i also know but is ...

**1**

vote

**0**answers

26 views

### Heuristic for choosing n-vectors from n-sets

my given problem is:
choose n-vectors from n-sets (one vector from each set) so that the biggest element in the sum of the chosen vectors is minimal. Unfortunately the problem is NP-hard. So I'm ...

**0**

votes

**0**answers

67 views

### Inverse problem with a rank-1 update

I hope you can help me out with this. I have to find the solution x to an inverse system
$$
x=A^{-1}b
$$
This inverse problem is basically a least square problem with a rank-1 update.
$$
...

**3**

votes

**1**answer

84 views

### submatrix of a given size with maximum frobenius norm

Let $I\subset \{1,2,\ldots,n\}$, and let $|I|$ denote its cardinality. Now given a Hermitian matrix $\mathbf{A}\in\mathbf{C}^{n\times n}$. I am interested in finding the subset $I$ that maximizes the ...

**4**

votes

**0**answers

104 views

### Variant of orthogonal Procrustes problem

The orthogonal Procrustes problem seeks a matrix $M$ that minimizes $||AM-B||_F$ subject to $M^TM=I$, where $M$ is $d\times d$ and both $A$ and $B$ are $n\times d$. Geometrically, $M$ rotates a set of ...

**1**

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**0**answers

44 views

### Nontrivial Matrix-estimate

I try to proof the following estimate:
\begin{align}
h' W^{-1} H W^{-1} h \geq c h' H h \qquad c>0, \qquad\qquad (1)
\end{align}
where $h\in\mathbb{R}^{K-1}$ and ...

**1**

vote

**1**answer

127 views

### Eigenvalue problem with quadratic constraints

$\circ$ Consider the following eigenvalue problem : $$Ax=\lambda x \hspace{0.5cm} (1)$$
where matrice $A \in \mathbb{R}_{n \times n}$ is a positive semi-definite with eigenvectors $x = ...

**0**

votes

**1**answer

319 views

### eigen-decomposition solution? is it unique?

Assume an N*N covariance matrix (Q) which is a positive definite matrix. The decoder X is assumed to be N*s, where s<=N. X is calculated to be s eigenvectors corresponding to s minimum eigenvalues. ...

**1**

vote

**1**answer

101 views

### Deducing Linear Inequalities

Let $X_1,X_2,\ldots,X_n $ be indeterminates. Denote by $S$ the set of all linear inequalities of the form
$X_{i_1}+X_{i_2}+\ldots+X_{i_k} \geq k,$
with $k \in \{ 1,2,\ldots,n \}$ and $1 \leq i_1< ...

**1**

vote

**0**answers

73 views

### Arrangements of graphs of linear functions

Fix $n>0$ and $X\subseteq\mathbb{R}^n$. Assume $X$ is unbounded.
A function $f:X\longrightarrow\mathbb{R}$ is linear if it is of the form
$$
f(\bar{x})=a_1x_1+\ldots+a_nx_n+b
$$
for some ...

**2**

votes

**1**answer

150 views

### Arrangements of hyperplanes

Fix $n>0$ and $X\subseteq\mathbb{R}^n$. A function $f:X\longrightarrow\mathbb{R}$ is linear if it is of the form
$$
f(\bar{x})=a_1x_1+\ldots+a_nx_n+b
$$
for some $a_i,b\in\mathbb{R}$.
Suppose we ...

**6**

votes

**1**answer

449 views

### Inverse of a totally unimodular matrix

A unimodular matrix $M$ is a square integer matrix having determinant $+1$ or $−1$.
A totally unimodular matrix (TU matrix) is a matrix for which every square non-singular submatrix is unimodular. A ...

**1**

vote

**1**answer

654 views

### Schur complement and negative definite matrices

Hello,
My question regards to the Schur complement lemma. Consider the matrix $M=\left( \begin{array}{cc}
A & B\\\
B^T & C \end{array}\right)
$.
According to the lemma $M\geq0$ iff $C>0$ ...

**1**

vote

**0**answers

99 views

### Matrix Minimax problem

I have the equation $\Sigma_k(M_k{p_k})V=EV$, where the $M_k$ are n*n real Hermitian matrices, $V$ is a n*n eigenvector matrix, $E$ a dim-n energy eigenvector and the $p_k$ scalar parameters. The ...

**0**

votes

**1**answer

449 views

### Finding linearly independent columns of a large sparse rectangular matrix

I have a problem that necessitates solving a large non-negative least-squares
problem. My matrix A is large, sparse, highly rectangular (num rows >> num cols)
and nearly binary. However, A is not ...

**3**

votes

**2**answers

228 views

### Bounding the minimal maximum norm of a solution of a linear system.

I would be grateful for pointing me out a reference to some general bound on the $\ell_{\infty}$ norm of a solution of a linear system. To be specific, suppose that we have an underdetermined linear ...

**0**

votes

**1**answer

237 views

### Solving a system of linear inequalities

Consider the following system of inequalities:
$Ax=b$;
$x\geq 0$;
A is a $m\times n$ (non-square) and sparse matrix in which some part of entries are rational. How this system can be solved without ...

**1**

vote

**0**answers

221 views

### Totally Uni-modular Matrices

A matrix is totally uni-modular if the determinant of any (square) sub-matrix is {+1, 0, -1}. My question is, "Is there a way to transform(linear or non) a general matrix into a totally uni-modular ...

**2**

votes

**0**answers

167 views

### Could SVD be used to optimize the partial inner-products?

Suppose a set $N$ of $n$ distinct points in $m-$dimensional space is given in $X\in\mathbb{R}^{n\times m}$. Also, suppose a subset $L\subset N$, $|L|=l<m<n$, with
$m-$dimensional coordinates in ...

**4**

votes

**1**answer

742 views

### Closest 3D rotation matrix in the Frobenius norm sense

Given a 3 by 3 matrix $M$ I would like to find the rotation matrix $R$ minimizing the Frobenius norm:
\begin{equation}
\|R-M\|_F
\end{equation}
Is there a closed form solution for $R$, or is it ...

**1**

vote

**1**answer

417 views

### Can one efficiently optimize over the inverse of matrix?

Hello,
I have the following problem:
Find a non-negative matrix $L$ (i.e. $L_{i,j} \geq 0$ for all $i,j$), $L \neq I$ so that $A(I-L)^{-1}y \geq 0$ (the inequality must hold for each component), ...

**1**

vote

**1**answer

375 views

### Need help to find an efficient algorithm for the following problem!

Consider $x$ an n-dimensional vector with $x_i$ is integer in the range $[0 \dots k], k\in N$.
Given $A_{n\times n}$ is the covariance matrix of $x$.
$u$ is a given n-dimensional vector of real ...

**4**

votes

**2**answers

478 views

### Algorithm for the intersection of a vector subspace with a cone of non-negative vectors

Hi,
I would like to know whether there is some more effective way of how to compute an intersection of a vector subspace of $\mathbb{R}^{n}$ with a cone of vectors with non-negative entries than the ...

**2**

votes

**0**answers

218 views

### Linear complementarity problem: principal pivoting algorithm

I'm trying to implement the "Dantzig; van de Panne and Whinston" principal pivoting algorithm for solving symmetric positive semi-definite LCPs from "The Linear Complementarity Problem" book ...

**2**

votes

**2**answers

200 views

### Maximization of a matrix product by iterative methods

This might not be very difficult, but I think I may have gotten a little confused.
Suppose we are given a matrix A, and would like to find the vector x of modulus 1 which maximises the product xt A x ...

**2**

votes

**4**answers

349 views

### Efficient algorithm for finding the minima of a piecewise linear function

Consider real numbers $a_i$ and $b_i$ for $i=1\dots n$ and define a function by
$f(x) = \max_i ( a_i + b_i x )$
We desire to find $\min_x f(x)$. Obviously this occurs at an intersection of two ...

**3**

votes

**4**answers

526 views

### efficient way to compute the inversion of the following matrix

Hi, there
I have looked it up in the current textbook. The conventional numerical method to compute the inversion of an $n \times n$ matrix requires $O(n^3)$. However, for the following special ...

**1**

vote

**2**answers

791 views

### Inequality-constrained linear-regression, what is the covariance of the estimator?

If you do a linear regression: $||Ax - e ||^2$, where e is iid Gaussian, mean 0 and variance 1, then your answer is $x_{hat} = (A' A)^{-1} (A' * e)$ and the covariance of $x_{hat}$ is $(A' A)^{-1}$
...

**0**

votes

**1**answer

746 views

### For Ax = b, x and b unknown vectors, how do I solve the x that maximizes min(b_i)?

Given a matrix $A$, each element $A_{i,j} \geq 0$, find the vector $\vec x$ that maximizes the minimum element in $\vec b$ ($\vec b = A \vec x$). Note that this is not a linear equation system as I ...