Displaying 2 results from an estimated 2 matches for "orthant".
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orthanc
2006 Jan 19
1
Minimizing mahalanobis distance to negative orthant
Hi
I have the following problem: given x (px1) and S (pXp positive definite), find y such that y_i<=0 (i=1..p) minimizing the
mahalanobis distance (x-y)'S^{-1}(x-y).
Has anyone worked on this problem? Tips or R code would be appreciated.
David
____________________
David Edwards
Principal scientist
Biostatistics
Novo Nordisk A/S
Novo Allé
2880 Bagsvaerd
Denmark
+45 4444 8888 (phone)
2004 Jul 27
4
SVD with positivity constraints
Hello,
I have a matrix equation, Ax=b, that I need to solve for x. x should be a
vector of positive numbers (between 0 and 1). A is not a square matrix in
general. This lead me to using the SVD. However, using the SVD gives me
positive and negative numbers, as well. I have some constraints included in
the A matrix itself (i.e., that the sum of some xi should be equal to 1) but
I do not know how