R help - Apr 2004 - solve 2 var problem

Hi

I'm getting started with R and i have difficulties finding how to solve this
problem in R :

 

Find x,y satisfying 

Trace(K) < C, 

K positive where ( K=x.A+y.B), 

[A,B,K square Matrix in  R(n x n), x,y in R]

 

Thanks in advance,

Ramzi


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trace(K) is just sum(diag(K)).  Assuming by `.' you mean multiplication
(I'll use `*' below),

trace(x*A + y*B) = x*trace(A) + y*trace(B)

Let a = trace(A) = sum(diag(A)) and b = trace(B) = sum(diag(B)).  You are
then looking for (x, y) that satisfy

a*x + b*y < C

which ought to be trivial.  I don't think you need R for that.

Andy
> From: Ramzi TEMANNI
> 
> Hi
> 
> I'm getting started with R and i have difficulties finding 
> how to solve this
> problem in R :
> 
>  
> 
> Find x,y satisfying 
> 
> Trace(K) < C, 
> 
> K positive where ( K=x.A+y.B), 
> 
> [A,B,K square Matrix in  R(n x n), x,y in R]
> 
>  
> 
> Thanks in advance,
> 
> Ramzi
> 
> 
> 	[[alternative HTML version deleted]]
> 
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