Hi everyone, I have a question to solve linear equations with argument is a matrix. For example, X is a q by p matrix satisfies F(X)=A and t(B)%*%X+t(X)%*%B=0, where A and B are known q by p matrices and 0 is p by p matrix with all elements are 0s. And F(.) is a known function of matrix, X. Now, I try to solve X. Can anyone help me? Thanks a lot.
solve a linear system with argument is a matrix
3 messages · 瑋珊謝, Andrew, Spencer Graves
Hi, This looks like a Lyapanov equation. It is used in control theory I think. There might be something if you search in those packages that deal with this. HTH,
On Feb 16, 9:25 am, ?|???x <koaihs... at gmail.com> wrote:
Hi everyone, I have a question to solve linear equations with argument is a matrix. For example, X is a q by p matrix satisfies F(X)=A and t(B)%*%X+t(X)%*%B=0, where A and B are known q by p matrices and 0 is p by p matrix with all elements are 0s. And F(.) is a known function of matrix, X. Now, I try to solve X. Can anyone help me? Thanks a lot.
______________________________________________ R-h... at r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Depending on F, there may already be software to solve your system. If not, have you considered recasting the problem as minimizing the sum of squares of deviations from solutions? Then you could use 'optim' or 'nlminb' or ... . Spencer Graves
andrew wrote:
Hi, This looks like a Lyapanov equation. It is used in control theory I think. There might be something if you search in those packages that deal with this. HTH, On Feb 16, 9:25 am, ?|???x <koaihs... at gmail.com> wrote:
Hi everyone, I have a question to solve linear equations with argument is a matrix. For example, X is a q by p matrix satisfies F(X)=A and t(B)%*%X+t(X)%*%B=0, where A and B are known q by p matrices and 0 is p by p matrix with all elements are 0s. And F(.) is a known function of matrix, X. Now, I try to solve X. Can anyone help me? Thanks a lot.
______________________________________________ R-h... at r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
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______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.