Constrained tuning: Difference between revisions
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==== Method of Lagrange multipliers ==== | ==== Method of Lagrange multipliers ==== | ||
It can also be solved analytically using the {{w| | It can also be solved analytically using the method of {{w|Lagrange multipliers}}. The solution is given by: | ||
<math>\displaystyle | <math>\displaystyle | ||
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where | where | ||
* | * ''x'' is any random generator map giving pure octaves | ||
* | * ''B'' is a matrix whose rows are a basis for the subspace of generator maps with octave coordinate set to 0 | ||
* | * ''h'' is a free variable. | ||
Given that, and assuming | Given that, and assuming ''M'' is our mapping matrix, ''W'' our weighting matrix, and ''j'' our JIP, we can solve for the best possible ''g'' in closed form: | ||
$$ | $$ | ||