[R] solve a linear system with argument is a matrix

[Spencer Graves]

 Depending on F, there may already be software to solve your system. If
not, have you considered recasting the problem as minimizing the sum of
squares of deviations from solutions? Then you could use 'optim' or
'nlminb' or ... .

Spencer Graves

andrew wrote:
> Hi,
>
> This looks like a Lyapanov equation.  It is used in control theory I
> think.  There might be something if you search in those packages that
> deal with this.
>
> HTH,
>
> On Feb 16, 9:25 am, ¬|ɺÖx <koaihs... at gmail.com> wrote:
>   
>> Hi everyone,
>>
>> I have a question to solve linear equations with argument is a matrix.
>> For example, X is a q by p matrix satisfies
>>
>> F(X)=A and t(B)%*%X+t(X)%*%B=0,
>>
>> where A and B are known q by p matrices and 0 is p by p matrix with
>> all elements are 0s. And F(.) is a known function of matrix, X.
>> Now, I try to solve X. Can anyone help me? Thanks a lot.
>>
>> ______________________________________________
>> R-h... at r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>     
>
>   
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>
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> and provide commented, minimal, self-contained, reproducible code.
>