matrix_frac

Computes \(\mathrm{trace}(X^T P^{-1} X)\). If P is a constant matrix, uses
a QuadForm shortcut for efficiency.

An object-oriented modeling language for disciplined
convex programming (DCP) as described in Fu, Narasimhan, and Boyd
(2020, <doi:10.18637/jss.v094.i14>). It allows the user to
formulate convex optimization problems in a natural way following
mathematical convention and DCP rules. The system analyzes the
problem, verifies its convexity, converts it into a canonical
form, and hands it off to an appropriate solver to obtain the
solution. This version uses the S7 object system for improved
performance and maintainability.

Anqi Fu

CVXR

Disciplined Convex Optimization

Balasubramanian Narasimhan

Steven Diamond

John Miller

Stephen Boyd

matrix_frac function

<dl><dt>X</dt>
<dd>A matrix expression (n by m)</dd>
<dt>P</dt>
<dd>A square matrix expression (n by n), must be PSD</dd></dl>

Arguments

Matrix fractional function — matrix_frac

<dl>

<dt>X</dt>
<dd>A matrix expression (n by m)</dd>


<dt>P</dt>
<dd>A square matrix expression (n by n), must be PSD</dd>

</dl>

matrix_frac: Matrix fractional function

Description

Usage

Value

Arguments