Solving a quadratic vector equation with diagonal matrix for the square term

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(This question is part of my larger quest to solve the question here: Solving simultaneous quadratic equations ("almost" linear...), arising from maximum likelihood estimation problem)



Suppose I have a quadratic vector equation of the form



$mathrmdiag(a) mathrmdiag(x) x + B x + c = 0 quad (1)$



Where $mathrmdiag(v)$ indicates the diagonal matrix having the vector $v$ on the diagonal, B is an invertible square matrix, and x and c are vectors. Is this solvable for $x$?



As part of my attempt, I noticed that this could be written as a quadratic form by "dotting" it with an arbitrary vector $v$:



$v^T mathrmdiag(a) mathrmdiag(x) x + v^T B x + v^T c = 0$



which (I'm pretty sure) can be rewritten as:



$x^T mathrmdiag(a) mathrmdiag(v) x + v^T B x + v^T c = 0$



which, if one completes the square, is the equation for an ellipsoid/hyperboloid. So I think this means that $x$ lies on an ellipsoid type surface. But, $(1)$ is much more restrictive than this, so I am hoping that it is possible to find precisely which point on the ellipsoid it describes.



Am I on the right track? Or is this clearly not possible?



Edit: I think this can be written as a quadratic matrix equation for $mathrmdiag(x)$:



$mathrmdiag(x) mathrmdiag(x) a + B mathrmdiag(x) 1 + c = 0$



which according to Is there a unique solution for this quadratic matrix equation? isn't solvable in general, but maybe it is solvable when the matrix is diagonal?







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    up vote
    0
    down vote

    favorite












    (This question is part of my larger quest to solve the question here: Solving simultaneous quadratic equations ("almost" linear...), arising from maximum likelihood estimation problem)



    Suppose I have a quadratic vector equation of the form



    $mathrmdiag(a) mathrmdiag(x) x + B x + c = 0 quad (1)$



    Where $mathrmdiag(v)$ indicates the diagonal matrix having the vector $v$ on the diagonal, B is an invertible square matrix, and x and c are vectors. Is this solvable for $x$?



    As part of my attempt, I noticed that this could be written as a quadratic form by "dotting" it with an arbitrary vector $v$:



    $v^T mathrmdiag(a) mathrmdiag(x) x + v^T B x + v^T c = 0$



    which (I'm pretty sure) can be rewritten as:



    $x^T mathrmdiag(a) mathrmdiag(v) x + v^T B x + v^T c = 0$



    which, if one completes the square, is the equation for an ellipsoid/hyperboloid. So I think this means that $x$ lies on an ellipsoid type surface. But, $(1)$ is much more restrictive than this, so I am hoping that it is possible to find precisely which point on the ellipsoid it describes.



    Am I on the right track? Or is this clearly not possible?



    Edit: I think this can be written as a quadratic matrix equation for $mathrmdiag(x)$:



    $mathrmdiag(x) mathrmdiag(x) a + B mathrmdiag(x) 1 + c = 0$



    which according to Is there a unique solution for this quadratic matrix equation? isn't solvable in general, but maybe it is solvable when the matrix is diagonal?







    share|cite|improve this question
























      up vote
      0
      down vote

      favorite









      up vote
      0
      down vote

      favorite











      (This question is part of my larger quest to solve the question here: Solving simultaneous quadratic equations ("almost" linear...), arising from maximum likelihood estimation problem)



      Suppose I have a quadratic vector equation of the form



      $mathrmdiag(a) mathrmdiag(x) x + B x + c = 0 quad (1)$



      Where $mathrmdiag(v)$ indicates the diagonal matrix having the vector $v$ on the diagonal, B is an invertible square matrix, and x and c are vectors. Is this solvable for $x$?



      As part of my attempt, I noticed that this could be written as a quadratic form by "dotting" it with an arbitrary vector $v$:



      $v^T mathrmdiag(a) mathrmdiag(x) x + v^T B x + v^T c = 0$



      which (I'm pretty sure) can be rewritten as:



      $x^T mathrmdiag(a) mathrmdiag(v) x + v^T B x + v^T c = 0$



      which, if one completes the square, is the equation for an ellipsoid/hyperboloid. So I think this means that $x$ lies on an ellipsoid type surface. But, $(1)$ is much more restrictive than this, so I am hoping that it is possible to find precisely which point on the ellipsoid it describes.



      Am I on the right track? Or is this clearly not possible?



      Edit: I think this can be written as a quadratic matrix equation for $mathrmdiag(x)$:



      $mathrmdiag(x) mathrmdiag(x) a + B mathrmdiag(x) 1 + c = 0$



      which according to Is there a unique solution for this quadratic matrix equation? isn't solvable in general, but maybe it is solvable when the matrix is diagonal?







      share|cite|improve this question














      (This question is part of my larger quest to solve the question here: Solving simultaneous quadratic equations ("almost" linear...), arising from maximum likelihood estimation problem)



      Suppose I have a quadratic vector equation of the form



      $mathrmdiag(a) mathrmdiag(x) x + B x + c = 0 quad (1)$



      Where $mathrmdiag(v)$ indicates the diagonal matrix having the vector $v$ on the diagonal, B is an invertible square matrix, and x and c are vectors. Is this solvable for $x$?



      As part of my attempt, I noticed that this could be written as a quadratic form by "dotting" it with an arbitrary vector $v$:



      $v^T mathrmdiag(a) mathrmdiag(x) x + v^T B x + v^T c = 0$



      which (I'm pretty sure) can be rewritten as:



      $x^T mathrmdiag(a) mathrmdiag(v) x + v^T B x + v^T c = 0$



      which, if one completes the square, is the equation for an ellipsoid/hyperboloid. So I think this means that $x$ lies on an ellipsoid type surface. But, $(1)$ is much more restrictive than this, so I am hoping that it is possible to find precisely which point on the ellipsoid it describes.



      Am I on the right track? Or is this clearly not possible?



      Edit: I think this can be written as a quadratic matrix equation for $mathrmdiag(x)$:



      $mathrmdiag(x) mathrmdiag(x) a + B mathrmdiag(x) 1 + c = 0$



      which according to Is there a unique solution for this quadratic matrix equation? isn't solvable in general, but maybe it is solvable when the matrix is diagonal?









      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Aug 23 at 10:02

























      asked Aug 23 at 9:35









      Ben Farmer

      1115




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