Matrix operations
2 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
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.
0 Kommentare
Antworten (0)
Siehe auch
Kategorien
Mehr zu Operating on Diagonal Matrices finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!