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0answers
38 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 ...
3
votes
2answers
122 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 ...
0
votes
0answers
30 views

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 ...
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votes
1answer
62 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 ...
0
votes
1answer
126 views

Difference between eigendecomposition and singular value decomposition for Hermitian matrices

Let consider the following Hermitian matrix ...
1
vote
1answer
70 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 ...
6
votes
3answers
439 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 ...
6
votes
2answers
156 views

Left and right eigenspaces of the product of Gramians

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 ...
1
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1answer
161 views

energy norm for transport equation

I asked this question before but did not have any luck with an answer. It might be a student level question but I need to understand that with possibly some help. I am considering the hyperbolic ...