Quadratic Programming

I am trying to write a procedure for matrix calculation using 'Quadratic Programming' (https://en.wikipedia.org/wiki/Quadratic_programming), which is a quadratic version of 'MatrixLLS' function, but it seems that it is not availlable in Igor Pro yet.

I wish the 'Quadratic Programming' function can be used with Igor Pro soon.

 

I would recommend that you post details of your application/problem and provide all the information about your matrices (e.g., if you are working with symmetric, Hermitian, or positive-definite matrices).

 

A.G.

I am currently making a procedure about Distribution Relaxation Time (DRT) function for Electrochemical Impedance Spectroscopy (EIS).

To generate DRT spectrum from measured impedance data, I have to solve 'Fredholm integral equation'.

And, to solve the 'Fredholm integral equation', I should find vector x, which make S(x) has lowest value where S(x) = norm {x(Transpose) A x - c(Transpose) x}.

'A' is a Toeplitz matrice and c is a vector, and they have complex-valued components

 

W. K.

I can't think of an Igor operation/function that minimizes the norm of the expression that you listed above. 

My only suggestion is to see if you can take advantage of kernel properties to simplify your approach.

 

A.G.