perimosocordiae edited CTW_aims_to_solve.tex  over 10 years ago

Commit id: c419dccab4d401ea2c3bae7b97a95eba240fa240

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We can also restrict the mapping to be linear by instead solving the optimization problem:  \begin{equation}  \label{eqn:linearmaeqn} \underset{\phi}{\arg\min} \left(tr\left(\phi^{T}V^{T}L\phi V\right)\right) \mbox { subject to $\phi^{T}V^{T}D\phi V=I$} \end{equation}  \begin{equation}  V = \left( \begin{array}{cc} X & 0 \\ 0 & Y \end{array} \right)