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Re^3: Help with Matrix math!

by randyk (Parson)
on Dec 18, 2007 at 01:41 UTC ( #657583=note: print w/replies, xml ) Need Help??


in reply to Re^2: Help with Matrix math!
in thread Help with Matrix math!

I was thinking of the problem differently - find the extremal points of xDx, which leads to the eigenvalue equation Dx = 0. This equation doesn't determine xx completely, so one is free to impose, for example, xx = 1 as a normalization condition. But you're right that if xx = 1 is intended as a true constraint, then a method like Lagrange multipliers should be used.

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