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).



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.