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7 votes
3 answers
2k views

Optimization problem on trace of rotated positive definite matrices

Given two $n \times n$ symmetric positive definite matrices $A$ and $B$, I am interested in solving the following optimization problem over $n \times n$ unitary matrices $R$: $$ \mathrm{arg}\max_R \,\...
Norouzi's user avatar
  • 362
5 votes
3 answers
3k views

A nice necessary and sufficient condition on positive semi-definiteness of a matrix with a special structure

Let $$ A = \begin{pmatrix} \sum_{j\ne 1}a_{1j} & -a_{12} & \cdots & -a_{1n}\\ -a_{21} & \sum_{j\ne 2}a_{2j} & \cdots & -a_{2n}\\ \vdots & \vdots & \ddots & \...
Mohammad Khosravi's user avatar