
Linear Algebra Linear Algebra Math Forum 
 LinkBack  Thread Tools  Display Modes 
May 3rd, 2013, 02:52 AM  #1 
Newbie Joined: May 2013 Posts: 2 Thanks: 0  Minimizing a matrix product
Hi all, I am chewing on this problem: I have a vector s with 5 entries (s1 through s5) an a matrix A. The entries of s should be >= 0 and add to 1 (so not all be 0) and the matrix A is nonsingular (it is, in fact, a correlation matrix, so square, with 1 on the diagonal and <= 1 offdiagonal, and symmetric). I am looking for the way to minimize the product s'As (or the square root of it, which is the same) but with the boundary conditions described above. Does anybody have a good idea how to solve this, or maybe a software package that is up to it? Best Thijs. 
May 15th, 2013, 01:17 AM  #2 
Newbie Joined: May 2013 Posts: 2 Thanks: 0  Re: Minimizing a matrix product
Ok, so apparently it either a silly question because it is very easy, or a hard question, but I did not receive any replies. Actually, I figured out how to use the MS excel solver to solve it by stating that the sum of the components needs to be 1 and the different components need to be positive, and then minimizing. This worked well.


Tags 
matrix, minimizing, product 
Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
matrix and pi product thing  tejolson  Linear Algebra  1  March 24th, 2013 07:41 PM 
Minimizing sum of squares  kingkos  Algebra  24  December 17th, 2012 02:35 AM 
expressing matrix as product of elementary matrices  maximus101  Algebra  0  March 14th, 2011 09:41 AM 
Matrix as a product of elementary matrices  evant8950  Linear Algebra  2  February 1st, 2011 11:14 AM 
Self outer product of a matrix  dimper129  Linear Algebra  0  October 15th, 2009 02:09 AM 