Solve a Matrix equation
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Hi, I was struggling in this equation for serveal days.
A' * B * A =P
Solve A.
A is an unknown 4X1 complex matrix and A' is the transpose conjugate of A.
B is a known 4X4 complex matrix.
P is 1X1.
Do anybody know how to solve it on the matlab?
답변 (2개)
Ameer Hamza
2020년 11월 23일
There might be an algebric way to solve this problem, but following shows an optimization based method
rng(0);
B = rand(4)+1i*rand(4);
P = 0.5 + 0.3i;
fun = @(x) abs(x.'*B*x-P);
x0 = rand(8,1);
sol = fmincon(@(x) fun((x(1:4)+1i*x(5:8))), x0);
A = sol(1:4)+1i*sol(5:8);
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