All Questions
1 question with no upvoted or accepted answers
1
vote
0
answers
483
views
minimize norm of matrix product
I have the matrix Product $PAP^H$ and I need to minimize $\|(PAP^H)^{-1}\|^2$ (over $P$ and Frobenius norm).
$A$ is a positive definite Hermitian matrix and $P$ has the structure
$$P=\left[\begin{...