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Operations research, linear programming, control theory, systems theory, optimal control, game theory

7 votes
1 answer
500 views

Numerical linear algebra: how to compute $b^TA^{-1}b$ efficiently

What is the most efficient way to compute $b^TA^{-1}b$ for a given $A$ and $b$? Do we have to calculate $A^{-1}b$, or is this not necessary? edit: I forgot to mention that A is symmetric and positiv …
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  • 493
4 votes
2 answers
2k views

The Frechet derivative and Lagrange multipliers on Banach spaces

I am interested in questions of the following form: minimize $H(f)$ given $G(f) = 0$ where $H$ and $G$ are operators of type $X \to R$ where $X = R \to R$. An example is: Minimize $$H(f) = \int_{-1}^ …
Jules's user avatar
  • 493