Year: 2007
Journal of Computational Mathematics, Vol. 25 (2007), Iss. 5 : pp. 543–552
Abstract
Let $S_E$ denote the least-squares symmetric solution set of the matrix equation $AXB=C$, where $A$, $B$ and $C$ are given matrices of suitable size. To find the optimal approximate solution in the set $S_E$ to a given matrix, we give a new feasible method based on the projection theorem, the generalized SVD and the canonical correction decomposition.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2007-JCM-10347
Journal of Computational Mathematics, Vol. 25 (2007), Iss. 5 : pp. 543–552
Published online: 2007-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: Least-squares solution Optimal approximate solution Generalized singular value decomposition Canonical correlation decomposition.