Supporting vectors of a matrix

Nonconvex
May 30, 2016
C

Hello all,

Is there any way to implement an algorithm on cvx to compute the unitary vectors at which a given matrix attains its norm? That is, we want to solve on cvx the following problem:

\begin{equation*}
\left{\begin{arrray}{l} \max |A x| \ |x|=1 \end{array} \right}
\end{equation*}

Thanks in advanced.

Clemente

M

No, it cannot do this. But why would you? These are just the singular vectors of A, and there are direct methods to do so.

C
Replying to #2

Thanks for your answer.