User:Sintel/CTE tuning: Difference between revisions
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<math> | <math> | ||
\begin{align} | \begin{align} | ||
\underset{g}{\text{minimize}} & \quad \| | \underset{g}{\text{minimize}} & \quad \| gMW - jW \|^2 \\ | ||
\text{subject to} & \quad ( | \text{subject to} & \quad ( gM - j )V = 0 \\ | ||
\end{align} | \end{align} | ||
</math> | </math> | ||
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<math> | <math> | ||
\begin{align} | \begin{align} | ||
A &= (MW)^{\mathsf T} | |||
&b &= ( | &b &= (jW)^{\mathsf T} \\ | ||
C &= (MV)^{\mathsf T} | |||
&d &= ( | &d &= (jV)^{\mathsf T} \\ | ||
\end{align} | \end{align} | ||
</math> | </math> | ||
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<math> | <math> | ||
\begin{align} | \begin{align} | ||
\underset{g}{\text{minimize}} & \quad \left\| | \underset{g}{\text{minimize}} & \quad \left\| Ag^{\mathsf T} - b \right\|^2 \\ | ||
\text{s.t.} & \quad \phantom{\|} | \text{s.t.} & \quad \phantom{\|} Cg^{\mathsf T} - d = 0 \\ | ||
\end{align} | \end{align} | ||
</math> | </math> | ||
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= | = | ||
\begin{bmatrix} | \begin{bmatrix} | ||
A^{\mathsf T}A & C^{\mathsf T} \\ | |||
C & 0 | |||
\end{bmatrix}^{-1} | \end{bmatrix}^{-1} | ||
\begin{bmatrix} | \begin{bmatrix} | ||
A^{\mathsf T} b\\ | |||
d | d | ||
\end{bmatrix} | \end{bmatrix} |