Timeline for Solving a "reversed" Stein equation
Current License: CC BY-SA 4.0
11 events
when toggle format | what | by | license | comment | |
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May 21, 2018 at 3:21 | vote | accept | Ludwig | ||
May 20, 2018 at 8:03 | comment | added | Ali Taghavi | @FedericoPoloni Thanks for your suggestion. I wrote an answer to the previous version of the question. | |
May 20, 2018 at 7:59 | answer | added | Ali Taghavi | timeline score: 3 | |
May 19, 2018 at 8:20 | comment | added | Federico Poloni | @AliTaghavi It would be useful if you posted your comment as an answer, so that this question can be marked as answered/accepted. You don't need much more detail. | |
May 18, 2018 at 16:19 | history | edited | Ludwig | CC BY-SA 4.0 |
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May 18, 2018 at 16:11 | history | edited | Ludwig | CC BY-SA 4.0 |
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May 18, 2018 at 16:11 | comment | added | Ludwig | @FedericoPoloni: I did run some numerical simulations in matlab. However, after posting this question, I found out that there was a bug in the generation of a random orthogonal matrix. Once fixed this, counterexamples can be found. I will now edit the OP. | |
May 18, 2018 at 10:11 | comment | added | Federico Poloni | Have you tested (2) on at least, say, 10000 examples before asking here? | |
May 18, 2018 at 9:28 | comment | added | Ali Taghavi | As (1.) an straightforward computation shows that if $X$ is a solution then $A={(P-Q)}^{-1/2}XP^{1/2}$ satisfies $AA^T=Id$.However we need to add the assumption $Q<P$ | |
May 18, 2018 at 5:04 | history | edited | Ludwig | CC BY-SA 4.0 |
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May 18, 2018 at 4:30 | history | asked | Ludwig | CC BY-SA 4.0 |