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I want to decompose a list of 3D vectors $X_j$ as linear combination of five 3D verctors $C_k$

$$X_j= \sum_{i=1}^{5}{w_{ji}C_i}$$ both $X_j$ and $C_i$ are 3 components vectors

$$C= \begin{bmatrix} C_{11} & C_{12} & C_{13} \\ C_{21} & C_{22} & C_{23} \\ ... \\ \\ C_{51} & C_{52} & C_{53} \end{bmatrix}$$

$$W= \begin{bmatrix} W_{11} & W_{12} &... & W_{15} \\ W_{21} & W_{22} &... & W_{25} \\ ... \\ \\ W_{m1} & W_{m2} &... & W_{m5} \end{bmatrix}$$

$$X= \begin{bmatrix} X_{11} & X_{12} & X_{13} \\ X_{21} & X_{22} & X_{23} \\ ... \\ \\ X_{m1} & X_{m2} & X_{n3} \end{bmatrix}$$ i think this is a least squared optimization problem, but i am unable to correctly formulate it in the standard form $\left \|b-Ax \right \|^2$ and implement it in cvxpy.

$$\left \| X_j- \sum_{i=1}^{5}{w_{ji}C_i} \right \|^2$$

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    $\begingroup$ $W$ is the unknown here, correct? We assume $X$ and $C$ are fixed, right? $\endgroup$
    – spektr
    Jul 15, 2019 at 14:24
  • $\begingroup$ Yes $W$ is unknown and $X$ and $C$ are are fixed. $\endgroup$ Jul 15, 2019 at 14:45
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    $\begingroup$ Why implement in CVXPY if there's a closed form solution? $\endgroup$ Jul 16, 2019 at 20:13
  • $\begingroup$ what is the colosed form solution for this problem ? $\endgroup$ Jul 26, 2019 at 15:27

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