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0answers
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 ...
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2answers
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 ...
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0answers
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 ...
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1answer
144 views

Difference between eigendecomposition and singular value decomposition for Hermitian matrices

Let consider the following Hermitian matrix ...
1
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1answer
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 ...
6
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2answers
158 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 ...
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1answer
169 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 ...