Timeline for Optimization problem on trace of rotated positive definite matrices
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
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| Nov 2, 2013 at 17:57 | answer | added | ofer zeitouni | timeline score: 3 | |
| Nov 2, 2013 at 10:52 | answer | added | Nick Alger | timeline score: 1 | |
| Nov 2, 2013 at 4:25 | answer | added | Suvrit | timeline score: 2 | |
| Nov 2, 2013 at 3:47 | history | edited | Norouzi | CC BY-SA 3.0 |
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| Nov 2, 2013 at 2:23 | history | edited | Norouzi |
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| Nov 2, 2013 at 2:19 | comment | added | Norouzi | Your comment made me realize that I had a typo in the direction of my inequality which is related to $\mathrm{trace}(AB) \le \langle \lambda^\downarrow(A), \lambda^\downarrow(B) \rangle$. Also, my problem is $\mathrm{argmax}$ not $\mathrm{argmin}$ which is corrected now. Thanks! | |
| Nov 2, 2013 at 1:51 | history | edited | Norouzi | CC BY-SA 3.0 |
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| Nov 1, 2013 at 23:16 | comment | added | Suvrit | For two posdef matrices, it is known that $\text{trace}(AB) \ge \langle \lambda^\downarrow(A), \lambda^\uparrow(B) \rangle$, which yields the inequality that you mention (because $RAR^T$ is also positive definite), though you must be careful that $c$ and $d$ are sorted in opposite order as the $\downarrow$ and $\uparrow$ above indicate... | |
| Nov 1, 2013 at 22:45 | history | asked | Norouzi | CC BY-SA 3.0 |