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Changes between Version 4 and Version 5 of Combinations/LinearNormalSolution


Ignore:
Timestamp:
Sep 17, 2010, 5:15:20 PM (14 years ago)
Author:
Pedro Gea
Comment:

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  • Combinations/LinearNormalSolution

    v4 v5  
    4242[http://es.wikipedia.org/wiki/Multiplicadores_de_Lagrange multiplicadores de Lagrange]:
    4343{{{
    44 min. L(Z, Lambda) = (Z-Mu)'·Sigma**-1·(Z-Mu) - Lambda·(B·Z-C)
     44min. L(Z, Lambda) = (Z-Mu)'·Inv(Sigma)·(Z-Mu) - Lambda·(B·Z-C)
    4545}}}
    4646donde {{{L(Z, Lambda)}}} es la función de Lagrange y {{{Lambda (mx1)}}} el vector de multiplicadores de Lagrange.