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The answer is $X^* = uv^*$ where $u$ and $v$ are the left and right singular vectors of $X$$M$ associated with the largest singular value. If the largest singular value has multiplicity larger than $1$, the argsup is a convex set whose extreme points are the matrices of the form described above.

The answer is $X^* = uv^*$ where $u$ and $v$ are the left and right singular vectors of $X$ associated with the largest singular value. If the largest singular value has multiplicity larger than $1$, the argsup is a convex set whose extreme points are the matrices of the form described above.

The answer is $X^* = uv^*$ where $u$ and $v$ are the left and right singular vectors of $M$ associated with the largest singular value. If the largest singular value has multiplicity larger than $1$, the argsup is a convex set whose extreme points are the matrices of the form described above.

Source Link
alesia
  • 2.8k
  • 9
  • 21

The answer is $X^* = uv^*$ where $u$ and $v$ are the left and right singular vectors of $X$ associated with the largest singular value. If the largest singular value has multiplicity larger than $1$, the argsup is a convex set whose extreme points are the matrices of the form described above.