I have a matrix multiplication of the form (K’RKT). I have read a lot of answers on the forum where the K’RK can be converted to scalar form. But if there is an extra T matrix at the end, is there a way to put it in solvable form?
The function to be minimized is trace(K’RKT).
P.S: neither R nor T are positive definite.
Any help/advice/ suggestions are most welcome.