I have done a coding in matlab and this is the point where I am hanging,can anyone please help me out?
I have an equation
Where P,Q,R are all matrices of dim=4x4.
Values of R(i,j) is given to us.
Now,initially assuming Q-matrix to be a zero matrix (all the elements are 0), the P(i,j) matrix is calculated. My, problem is that, once I calculate the P-matrix, I want to assign its value to the Q-matrix (a new Q-matrix instead of the initial zero matrix) to calculate a new P(i,j)-matrix. In this way I want to run the iterations for 4-times.
Will anyone please help me out over here?