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3 questions
3
votes
1
answer
772
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Norm and trace inequalities
If $A$ and $B$ are two positive definite matrices such that $\|A\| \leq \|B\|$ for every unitarily invariant norm $\| \cdot \|$, and $U$ is an $n\times k$ matrix with adjoint $V$ such that $VU = I_k$, ...
1
vote
1
answer
321
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Modified Orthonormal Procrustes Problem
In the general orthonormal Procrustes problem, we want to find an orthonormal matrix $C$ to minimize $\|Y-XC\|_F^2$, where $Y$ is a known $n\times q$ matrix, $X$ is a known $n \times m$ matrix, and $C$...
0
votes
2
answers
3k
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Convexity of the Frobenius norm of the product of two matrices
I have the following function for two matrices ${\bf A}$ and ${\bf B}$:
$f({\bf A}, {\bf B}) = \| {\bf Y - XAB} \|_F^2 = trace\{({\bf Y - XAB)}^T({\bf Y - XAB)}\}$
where matrices ${\bf X}_{n \times ...