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How can I find an optimised set of vectors

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Jonah Berean-Dutcher
Jonah Berean-Dutcher on 25 Nov 2020
Answered: Chaitanya Mallela on 22 Dec 2020
I have a set of orthonormal vectors, . There are b-many of them. I want to form other vectors, v, using these as basis vectors, i.e.
here the are the coefficients in these linear combinations. Essentially, I want to find a new set of b-many vectors, , which are all mutually orthonormal, and hence form a basis for the same space. However, I want these vectors to be optimised, in that they minimize some function,
i.e. I'd be minimising C. Is there a form of constrained optimisation, implementable in MATLAB, that would allow me to do this?




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