Timeline for Finding Toeplitz matrix nearest to a given matrix
Current License: CC BY-SA 3.0
13 events
| when toggle format | what | by | license | comment | |
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| Mar 15, 2018 at 20:28 | vote | accept | Creator | ||
| Mar 15, 2018 at 13:11 | comment | added | Federico Poloni | @Suvrit Note that if you change norm the problem $\min_{X\in\mathcal{T}} \|A-X\|_F$ in the Frobenius norm has a trivial solution instead --- no need to use SDP. | |
| S Mar 15, 2018 at 13:02 | history | suggested | Rodrigo de Azevedo | CC BY-SA 3.0 |
This could be "massaged" into a semidefinite program (SDP) or quadratic program (QP), both convex. Pedantic edit of the title.
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| Mar 15, 2018 at 11:36 | review | Suggested edits | |||
| S Mar 15, 2018 at 13:02 | |||||
| Mar 15, 2018 at 10:56 | comment | added | Federico Poloni | What do you mean exactly by "the L^2 norm between the eigenvectors of the Toeplitz matrix and eigenvectors of the matrix $A$"? Can you turn that into a formula? Keep in mind that the eigenvectors are not uniquely defined. So, for instance, one could claim that the solution to your problem is always the identity matrix $I$, which has the exact same eigenvectors as $A$, so the distance is 0. (That's a valid choice for the eigenvectors of $I$, right?) | |
| S Mar 14, 2018 at 22:55 | history | suggested | Rodrigo de Azevedo |
Added tag.
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| Mar 14, 2018 at 21:46 | review | Suggested edits | |||
| S Mar 14, 2018 at 22:55 | |||||
| Mar 14, 2018 at 21:39 | answer | added | Rodrigo de Azevedo | timeline score: 7 | |
| S May 8, 2016 at 6:42 | history | suggested | Amir Sagiv | CC BY-SA 3.0 |
changed tags+ latex + english + title
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| May 8, 2016 at 6:27 | review | Suggested edits | |||
| S May 8, 2016 at 6:42 | |||||
| May 7, 2016 at 23:19 | history | edited | Creator | CC BY-SA 3.0 |
added additional matrices.
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| May 6, 2016 at 1:38 | comment | added | Suvrit | One way is to solve $\min \|A-X\|$ such that $X \in \mathcal{T}$, where $\mathcal{T}$ is the set of Toeplitz matrices (this is a linear structure, so this particular problem can be solved using an SDP solver). | |
| May 5, 2016 at 21:46 | history | asked | Creator | CC BY-SA 3.0 |