Matrix operations

1 Ansicht (letzte 30 Tage)

Joe am 10 Jun. 2012

Hi all, I'm not a pro at Matlab, but I'm trying. Can anyone offer help with the following:

[M] - [K] = [L]*[H]*[H]'*[L]'...... where [M]-[K}>0

All are matrices, I know M, K and L, how do I solve for H and H' such that I maintain positive definiteness of M-K?

I have tried to use Cholesky method but I cannot get it to work. Any help would be appreciated. Thanks.

Mehr zu Creating and Concatenating Matrices finden Sie in Help Center und File Exchange

Find the treasures in MATLAB Central and discover how the community can help you!

Translated by