All Questions
2 questions
2
votes
0
answers
72
views
Gradient descent over the set of complex symmetric matrices
In the course of my research (somewhat related to compressive sensing), I am trying to determine a complex, symmetric matrix $L$ (i.e. $L = L^T$) through the following optimization formulation:
$$ \...
- 21
3
votes
1
answer
416
views
What's the best orthonormal matrix to align two matrices in the operator norm sense?
Let $A,B \in R^{n\times r}$ with $A^\top B $ invertible. It is known that
\begin{equation}
UV^\top :=\arg\min_{R \in \mathcal{O}^{r\times r}}\|AR-B\|_\mathrm{F},
\end{equation}
where $USV^\top$ is ...
- 515