Timeline for Solving linear matrix equation
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
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| May 25, 2022 at 14:27 | comment | added | loup blanc | @Wijdan Mt , if $A,B$ vary during your iteration, then you have to write in your post all the details of the iteration. Otherwise we can't conclude anything. Add this information in the body of your question. | |
| May 20, 2022 at 17:33 | comment | added | Wijdan Mt | so now I can also be sure that nothing is wrong in the way of solving my equation, depending on your answers, right? but I can't find the reason for the divergence! | |
| May 20, 2022 at 17:33 | comment | added | Wijdan Mt | when I tried to solve this linear equation as a normal linear equation the result is being increased and make the solution divergence iteration by iteration. starting from initial values for L getting X by this equation then calculate L depending on previous X (L getting bigger and so on...) that's why I am suspesiouse of solving it as normal especially since I am dealing with a covariance matrix. and yes, I can say about my L matrix is symmetric. | |
| May 20, 2022 at 17:33 | comment | added | Wijdan Mt | thank you for your contribution, Let me tell you another piece of info why does this equation make me not sure about the way of solving it, this equation actually is a recursive equation which means: A(k)CX(k)C′A(k)′−B(k)CX(k)C′B(k)′=L(k) and in each iteration, L(k) is being calculated from the previous calculated X(k-1), in other words L(k) = f(X(k-1)) | |
| Apr 24, 2022 at 18:44 | history | answered | loup blanc | CC BY-SA 4.0 |