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Re: [Help-glpk] how to make matrix multiply with mathprog
From: |
xypron |
Subject: |
Re: [Help-glpk] how to make matrix multiply with mathprog |
Date: |
Wed, 18 Feb 2009 12:07:14 -0800 (PST) |
Hello,
hhb83 wrote:
>
> hello, does anybody can tell me how to do this with mathprog?
>
> Xp,i+1 = A*Xp,i + B*Up,i
> where, X is a 3-dimension matrix,10*10*3, so do U, A is 3*3 matrix, and B
> is 1*3; p and i is subscript, belong to 1-10.
>
GLPK allows to make recursive definitions like:
param x[i in I, j in J] := if i ==0 then X0[j] else sum{ k in K } x[i-1,k] *
y[k,j];
Best regards
Xypron
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