1

I need $|a^H v | = \|g\|$ to be solved to $v$

Where $a, v, g\in\mathcal{C^{4 \times 1}}$ (standing vectors with complex elements). I have 4 of those equation with the same $v$: $$|a_1^H v | = \|g_1\|$$ $$|a_2^H v | = \|g_2\|$$ $$...$$

  1. Is there an shorthand to write this in matrice-form?
  2. Do I have to replace $v = \{v_1, v_2, v_3, v_4\}$ with $\{x_1+y_1i, x_2+y_2i,x_3+y_3i,x_4+y_4i\}$ and calculate with all the cos' and sin's resulting from adding, multiplying those complex numbers and calculating its absolute, or is there an easier way?
Soeren
  • 25

1 Answers1

0

I am not sure what is the best way to solve this problem, but here is one possible approach. We will tackle a single equation $|a^Hv|=\|g\|$ first, and deal with the system of equations later.

Given an equation $|a^Hv|=\|g\|$, let $e_1=(1,0,\ldots,0)^H$. Pick a unitary matrix $U$ whose first column is $\frac{a}{\|a\|}$ (that is, $Ue_1=\frac{a}{\|a\|}$). Any such unitary matrix will do. For instance, you may use a rotated Householder matrix, which is constructed as follows: \begin{align*} D&=\operatorname{diag}(e^{i\arg a_1},e^{i\arg a_2},e^{i\arg a_3},e^{i\arg a_n}),\\ x&=D^Ha-\|a\|e_1\ \in\mathbb{R}^4,\\ Q&=I-\frac{2xx^T}{\|x\|^2},\\ U&=DQ. \end{align*} Let $w=U^Hv$. Then the equation $|a^Hv|=\|g\|$ is equivalent to $|e_1^Hw|=\frac{\|g\|}{\|a\|}$, which is solvable by $w=(\frac{\|g\|}{\|a\|}e^{i\theta},w_2,w_3,w_4)^T$, where $\theta\in\mathbb{R}$ and $w_2,w_3,w_4\in\mathbb{C}$ are arbitrary. The vector $v$ is recovered as $v=Uw$.

Now, consider a system of equations $|\mathbf{a}_k^H\mathbf{v}|=\|\mathbf{g}_k\|$ for $k=1,2,3,4$. For each of them, the solutions are of the form $\mathbf{v}_k=U_k\mathbf{w}_k$ (here $\mathbf{w}_k$ denotes a vector; do not confuse it with vector entries). For $k<4$, define $Q_k=U_k^HU_4$. So, we are looking for $\mathbf{w}_1,\mathbf{w}_2,\mathbf{w}_3,\mathbf{w}_k$ such that $\mathbf{w}_k=Q_k\mathbf{w}_4$ for each $k<4$. Note that, given any $\mathbf{w}_4$, we can always back out the 2nd to the last entries of $\mathbf{w}_1,\mathbf{w}_2,\mathbf{w}_3$ from the equation $\mathbf{w}_k=Q_k\mathbf{w}_4$. So, if we can determine $\theta_1,\theta_2,\theta_3$ and $\mathbf{w}_4$, we are done. Let $\mathbf{q}_k^H$ be the first row of $Q_k$ and we perform the following partitioning: $$ \mathbf{w}_4=\pmatrix{\frac{\|\mathbf{g}_4\|}{\|\mathbf{a}_4\|}e^{i\theta_4}\\ \widetilde{\mathbf{w}}}, \quad\pmatrix{\mathbf{q}_1^H\\ \mathbf{q}_2^H\\ \mathbf{q}_3^H} = (\widetilde{\mathbf{q}}, \widetilde{Q}_{3\times3}). $$ Now, put together the first rows of the system of equations $\mathbf{w}_k=Q_k\mathbf{w}_4$ for each $k$ and we get $$ \pmatrix{\mathbf{q}_1^H\\ \mathbf{q}_2^H\\ \mathbf{q}_3^H}\mathbf{w}_4 =\pmatrix{\frac{\|\mathbf{g}_1\|}{\|\mathbf{a}_1\|}e^{i\theta_1}\\ \frac{\|\mathbf{g}_2\|}{\|\mathbf{a}_2\|}e^{i\theta_2}\\ \frac{\|\mathbf{g}_3\|}{\|\mathbf{a}_3\|}e^{i\theta_3}} \quad\Leftrightarrow\quad \widetilde{Q}\widetilde{\mathbf{w}} =\pmatrix{\frac{\|\mathbf{g}_1\|}{\|\mathbf{a}_1\|}e^{i\theta_1}\\ \frac{\|\mathbf{g}_2\|}{\|\mathbf{a}_2\|}e^{i\theta_2}\\ \frac{\|\mathbf{g}_3\|}{\|\mathbf{a}_3\|}e^{i\theta_3}} -\frac{\|\mathbf{g}_4\|}{\|\mathbf{a}_4\|}e^{i\theta_4}\widetilde{\mathbf{q}}.\tag{1} $$ If $\widetilde{Q}$ is invertible, $(1)$ is always solvable and we can pick $\theta_1,\theta_2,\theta_3,\theta_4$ arbitrarily. However, if $\widetilde{Q}$ is singular, the system is sovlable if and only if we can choose $\theta_1,\theta_2,\theta_3,\theta_4$ such that the expression on the right end of $(1)$ lies inside the column space of $\widetilde{Q}$. I am not sure how to determine the $\theta_k$s in this case.

Soeren
  • 25
user1551
  • 139,064
  • You wrote: $\mathbf{v}_k=U_k\mathbf{w}_k$. What is $\mathbf{v}_k$ when there is only one $v\in\mathcal{C^{4 \times 1}}$ and how is $U_k$ calculated? I have more than 4 of those equation. Does that simplify anything or is it overdetermined and I have to find an solution with the least mean square error? – Soeren Jun 19 '13 at 12:22
  • @Soeren (1) Yes, there is only one $v$, so we impose the condition $\mathbf{v}_1=\mathbf{v}_2=\mathbf{v}_3=\mathbf{v}_4$ to get the system of equations $\mathbf{w}_k=Q_k\mathbf{w}_4\ (k=1,2,3)$ in the answer. (2) The construction of each $U_k$ has been specifed in my answer. See the second paragraph. (3) You have more than 4 equations? But in your question you said you have only 4. At any rate, when there are $m$ equations, the matrix $\widetilde{Q}$ in $(1)$ would be $(m-1)x3$ and $\widetilde{w}$ is $3x1$. So, yes, when $m>4$, you get an overdetermined system of equations. – user1551 Jun 19 '13 at 12:35
  • Since an overdetermined system of equations does not alwasy possess a solution, it is not always possible to solve for $v$. – user1551 Jun 19 '13 at 12:36
  • I'm still confused what $U_k$ is. Is it an unitary matrix like this: $Ue_k=\frac{a_k}{|a_k|}$ – Soeren Jun 19 '13 at 12:59
  • @Soeren No, each $U_k$ is a unitary matrix such that $U_k\color{red}{e_1}=\frac{a_k}{|a_k|}$. It represents an orthogonal change of basis so that the vector $a_k$ is rotated by $U_k^H$ to align with the $x$-axis. – user1551 Jun 19 '13 at 13:09
  • Picking $\theta_1,\theta_2,\theta_3,\theta_4$ arbitrarily gives me different results, but I cannot find the correct solution yet. I wrote a matlab test script: https://gist.github.com/anonymous/5850230 $U_k e_1=\frac{a_k}{|a_k|}$ is computed correctly and all $v_k$ are the same but not correct as initialised in the first place. By the way I'm only interested in the angle of $v$. How should I pick $\theta_k$? – Soeren Jun 24 '13 at 14:04
  • @Soeren I forgot to multiply $e^{i\theta_4}\widetilde{q}$ in $(1)$ by the factor $\frac{|\mathbf{g}_4|}{|\mathbf{a}_4|}$. Now it's fixed. Note that although your test vector $v$ and the resulting $v$ give identical values of $|\mathbf{a}_k^Hv|$ for each $k$, the two vectors can be different because the solution is not necessarily unique. – user1551 Jun 24 '13 at 16:07
  • Can it be unique, if every entry $v_k$ must have a length of $1$ and the first $v_1$ must be real ($v_1 = 1+0i$)? – Soeren Jun 25 '13 at 14:13