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49 views

### 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 ...
184 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 ...
35 views

### CPLEX: function convex on search space but not on whole R^n [on hold]

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 ...
144 views

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

Let consider the following Hermitian matrix ...
75 views

### 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 ...
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 ...