inner matrix dimensions must agree error in the function?

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Sameer 2014-5-29

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https://ww2.mathworks.cn/matlabcentral/answers/131722-inner-matrix-dimensions-must-agree-error-in-the-function

编辑： Image Analyst 2014-5-30

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function [f] = objfun(W,VCVMatx)

%function for varience of the portfolio with swtN stocks

f =W*VCVMatx*W';

this is my function I am trying to run in the main program. However, when run in the main program, it keeps giving me :

Error using * Inner matrix dimensions must agree.

W is a 10(N)X1 vector, while VCVMatx is an NXN vector?

Does anyone see anything wrong, considering I multiplied it by a transposed W'

I tried running fmincon, but in the main program it says the function matrix dimensions do not agree.

f = (W'*VCVMatx)*W;
i=1; 
while i<=rows(ERGrid); 
  ExpectedReturn = ERInc(i); 
  [W] = fmincon('objfun',x0,swtOther_A,swtOther_b,swtOther_Aeq,swtOther_beq,swtMinWt1,swtMaxWt1,[],options); 
  ERGrid(2:swtN+1,i) = W; 
  i=i+1; 
end;

W' is a 1X10 vector while VCVMatx is a 10X10 matrix and W is 10X1 vector

fmincon cannot run as a result.

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回答（1 个）

Geoff Hayes 2014-5-30

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/131722-inner-matrix-dimensions-must-agree-error-in-the-function#answer_138817

在 MATLAB Online 中打开

The first matrix product (in the equation) is the problem. Since W is Nx1 and VCVMatx is NxN, then W*VCVMtx will fail due to the incompatible dimensions of the two matrices. If you are just expecting a single value, then the equation should be re-written as

f = W'*VCVMtx*W;