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.

Thanks

Michael Curran

Head of Research

RiskCare - Financial Technology Services

Piercy House