Subject: Optimization in orthogonal matrices
Date: Wednesday, March 22, 2000 12:30 PM
From: Michael Curran

Find an orthogonal matrix of a given size maximizing the sum of the absolute values of the entries. I know that Hadamard matrices solve this for orders that are a power of two, but I'd like a general algorithm, or at least a heuristic that comes close.


Michael Curran
Head of Research
RiskCare - Financial Technology Services
Piercy House

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