Numerical procedures for computing constrained coordinate transformation matrices

Kristopher A. Innanen

In other papers published in this report, general numerical procedures for determining NxN transformation matrices T, which satisfy constraints involving the action of T on a given symmetric NxN matrix Phi, are assumed available. Here procedures of this kind are presented. Remarks on their development, and versions of the procedure that are efficient in that they do not duplicate any large-scale calculation, are included. Although we use them in this report to adapt the Hessian matrix in inverse problems, we remark that, if used in statistical applications, the procedures in this paper can be regarded as general whitening transform algorithms.