A matrix derivation of a representation theorem for (tr Ap)1/p.

Heinz Neudecker

Qüestiió (1989)

  • Volume: 13, Issue: 1-2-3, page 75-79
  • ISSN: 0210-8054

Abstract

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A matrix derivation of a well-known representation theorem for (tr Ap)1/p is given, which is the solution of a restricted maximization problem. The paper further gives a solution of the corresponding restricted minimization problem.

How to cite

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Neudecker, Heinz. "A matrix derivation of a representation theorem for (tr Ap)1/p.." Qüestiió 13.1-2-3 (1989): 75-79. <http://eudml.org/doc/40152>.

@article{Neudecker1989,
abstract = {A matrix derivation of a well-known representation theorem for (tr Ap)1/p is given, which is the solution of a restricted maximization problem. The paper further gives a solution of the corresponding restricted minimization problem.},
author = {Neudecker, Heinz},
journal = {Qüestiió},
keywords = {Matrices; Optimización; Traza de una matriz; optimization of the trace of a matrix; matrix differentiation},
language = {eng},
number = {1-2-3},
pages = {75-79},
title = {A matrix derivation of a representation theorem for (tr Ap)1/p.},
url = {http://eudml.org/doc/40152},
volume = {13},
year = {1989},
}

TY - JOUR
AU - Neudecker, Heinz
TI - A matrix derivation of a representation theorem for (tr Ap)1/p.
JO - Qüestiió
PY - 1989
VL - 13
IS - 1-2-3
SP - 75
EP - 79
AB - A matrix derivation of a well-known representation theorem for (tr Ap)1/p is given, which is the solution of a restricted maximization problem. The paper further gives a solution of the corresponding restricted minimization problem.
LA - eng
KW - Matrices; Optimización; Traza de una matriz; optimization of the trace of a matrix; matrix differentiation
UR - http://eudml.org/doc/40152
ER -

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