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3 votes
1 answer
772 views

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 $VU = I_k$, ...
Isha Garg's user avatar
1 vote
1 answer
321 views

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 $C$...
Mkl's user avatar
  • 291
0 votes
2 answers
3k views

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 ...
Mkl's user avatar
  • 291