Re: Optimization of ratio of quadratic forms

From: Helmut Jarausch <jarausch@xxxxxxxxx>
Date: Tue, 30 Jan 2007 21:40:54 +0100

mssaad wrote:

I wonder how to solve the following problem and what is x at maximum

Max (xH*A*x)/(xH*B*x)

xH is the complex transpose of x, x belongs to Cn, A,B are n*n matrices of rank 1.

If B is really of rank 1 and n > 1 there is no upper bound since
the denominator gets 0 for x in the kernel of B .

--
Helmut Jarausch

Lehrstuhl fuer Numerische Mathematik
RWTH - Aachen University
D 52056 Aachen, Germany
.

References:
- Optimization of ratio of quadratic forms
  - From: mssaad

Prev by Date: Optimization of ratio of quadratic forms
Next by Date: Re: Inconsistence with numerical evaluation of LogIntegral and ExpIntegralEi
Previous by thread: Optimization of ratio of quadratic forms
Index(es):
- Date
- Thread

Relevant Pages

SimpleIPPServer anywhere
... Helmut Jarausch ... Lehrstuhl fuer Numerische Mathematik ... RWTH - Aachen University ...
(comp.lang.python)
Re: mutable numeric type
... Helmut Jarausch ... Lehrstuhl fuer Numerische Mathematik ... RWTH - Aachen University ...
(comp.lang.python)
STAPL - is it available?
... Lehrstuhl fuer Numerische Mathematik ... RWTH - Aachen University ...
(sci.math.num-analysis)
ReSTedit ported to Linux?
... Lehrstuhl fuer Numerische Mathematik ... RWTH - Aachen University ...
(comp.lang.python)
Re: gimp-help files (html)
... Helmut Jarausch wrote: ... Lehrstuhl fuer Numerische Mathematik ... RWTH - Aachen University ...
(comp.graphics.apps.gimp)