Solve for diagonal matrix D by minimizing the operator norm in Matlab
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christina
am 21 Dez. 2018
Kommentiert: christina
am 9 Jan. 2019
Say that the size of matrix is 576x576 and size of F is1296x576.
Which matlab function can I use to solve this problem?
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Bruno Luong
am 21 Dez. 2018
fminunc, fmincon and family.
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Bruno Luong
am 9 Jan. 2019
Bearbeitet: Bruno Luong
am 9 Jan. 2019
No. The standard math definition of VECTORIZE the matrix is
v = M(:)
M = reshape(v,[m,m])
Here
v = diag(M)
M = diag(v)
This is NOT vectorize.
FMINCON don't do anything beside minimize an objective function that user defines and provides. In the case Torsen's code
norm(A-F'*diag(D)*F,2)
is matrix 2-norm (maximum singular value).
Torsten's code is correct and do not need any modification.
You however needs to read careful the doc of fminunc, diag, norm.
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