Tag: calculations

The problem we have is to minimize $${1\over 2} \|A ^T Z^T Z A – B \|_F^2 + {\lambda \over 2} \|Z – I\|_F^2,$$ where $B$ is symmetric. This is quartic over $Z$ so its solution will be the roots of some cubic function of $Z$, which is likely intractable. However, this problem might have…