{ "id": "1809.02491", "version": "v1", "published": "2018-09-06T06:18:22.000Z", "updated": "2018-09-06T06:18:22.000Z", "title": "A note on rank constrained solutions to linear matrix equations", "authors": [ "Shravan Mohan" ], "categories": [ "math.OC", "cs.SY" ], "abstract": "This preliminary note presents a heuristic for determining rank constrained solutions to linear matrix equations (LME). The method proposed here is based on minimizing a non-convex quadratic functional, which will hence-forth be termed as the \\textit{Low-Rank-Functional} (LRF). Although this method lacks a formal proof/comprehensive analysis, for example in terms of a probabilistic guarantee for converging to a solution, the proposed idea is intuitive and has been seen to perform well in simulations. To that end, many numerical examples are provided to corroborate the idea.", "revisions": [ { "version": "v1", "updated": "2018-09-06T06:18:22.000Z" } ], "analyses": { "keywords": [ "linear matrix equations", "non-convex quadratic functional", "probabilistic guarantee", "determining rank constrained solutions", "formal proof/comprehensive analysis" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }