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votes
1
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alternative asymptotic bounds
I have an $n$ by 1 vector of weights $w$, and an $n$ by $k$ matrix, $\Gamma$. I have that $w'w$ is $\mathcal{O}(1)$, $\frac{\Gamma'\Gamma}{n}=\mathcal{O}(1)$ and $\frac{\Gamma\Gamma'}{n}=\mathcal{O}(1)...
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0
votes
0
answers
381
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upper bound for quadratic form in terms of vector norm and eigenvalues
I have a quadratic form. if Q, P and M are positive and symmetric matrices.
$$(-x^T Q x - 2 x^T Q e - e^T Q e) + (y^T M y + 2 x^T P y + 2 e^T P y )$$
how can I get an upper bound for this quadratic ...
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1
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0
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Trace and 2-norm of linear combination of outer products
Suppose that $c_i \in \mathbb{R}-\{0\}, B_i \in \mathbb{R}^{k \times m}, \alpha \in \mathbb{R}^k$ with $\|\alpha\|_2 = 1$. Consider the following linear combination of outer products:
$$M = \sum_{i=1}...
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