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owiec
2010 Apr 28
1
Problem with optimization (constrOptim)
Hello,
I have the following problem:
I have a set of n matrix equations in the form of :
[b1] = [A] * [b0]
[b2] = [A] * [b1]
etc.
vertical vectors [b0], [b1], ... are GIVEN. We try to estimate matrix A. As
there are many equations (more than cells in matrix A) the system has no
solutions.
A is transition matrix (stochastic matrix) or markov process, so the sum of
each row = 1 and each entry is