Evaluation of matrix element of a linear differential matrix equation by constrained least square fitting
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I was trying to evaluate the matrix coefficient by the method of constrained least square fitting. The linear matrix differential equation looks like X'=AX, where X' and X are two vectors and A is matrix. Moreover, there is a constraint on diagonal matrix element and which is a(i,i)=-Sum(i/=j)a(i,j). The elements of X' and X vectors are known. I was trying to use MATLAB to do that. But I didn't figure out which figure out which MATLAB function is suitable for that. Can you guide me in this regard.
Thanks in advance Sudipta
Richard Brown on 7 Aug 2013
Assuming you have multiple X and X' vectors that you're trying to fit your matrix to, your problem can be posed as a constrained linear least squares problem in the entries of A, which can be solved using lsqlin