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### Reorder eigenvalues in QZ factorization in Python-Scipy /Matlab [closed]

Python and Scipy seem capable of replicating the QZ factorization of Matlab when the option "complex" is used in the command scipy.scipy.linalg.qz Yet, it seems that is still not possible to obtain ...
154 views

### Solving a system of linear equations with only an approximate solution

I have a system of linear equations that is derived partially from experimental data. Theoretically, the system should have a single, exact solution; however, experimental error causes it to not have ...
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### CPLEX: function convex on search space but not on whole R^n

I have an optimization problem where the function i want to minimize is convex; it's of the form $f = \sum_i - x_i y_i$, all variables have a constraint $x_i \geq 0, y_i \geq 0$, and all other ...
72 views

### Solving large system of equations, is linear programming best option?

I have a problem where I am trying to solve many systems of equations, that have very few variables per equation, but a lot of equations. For example potentially 10 variables max in a single ...
139 views

### Difference between eigendecomposition and singular value decomposition for Hermitian matrices

Let consider the following Hermitian matrix ...
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### Can we express max constraint as a linear constraint?

I have a mathematical program with a constraint involving a maximum function. More specifically, the constraint is: $y = \max\{a_i x_i:1 \leq i \leq n\}$ where $a_i$ are constants and $x_i$ are binary ...
494 views

### Largest negative eigenvalue

Is there an efficient way to find the largest negative eigenvalue of a matrix? The matrix in question is a Markov matrix. Computing the full spectrum of the matrix by decomposing it is not an ...
I solve the Lyapunov equations : $$A W_C E^T + E W_C A^T + B B^T = 0$$ $$A^T W_O E^T + E W_O A + C^T C = 0$$ to obtain $W_C$ and $W_O$. My aim is to get the left and right eigenspaces of \$W_C ...