Year: 2003
Journal of Computational Mathematics, Vol. 21 (2003), Iss. 2 : pp. 175–182
Abstract
Least-squares solution of $AXB = D$ with respect to symmetric positive semidefinite matrix $X$ is considered. By making use of the generalized singular value decomposition, we derive general analytic formulas, and present necessary and sufficient conditions for guaranteeing the existence of the solution. By applying MATLAB 5.2, we give some numerical examples to show the feasibility and accuracy of this construction technique in the finite precision arithmetic.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2003-JCM-10270
Journal of Computational Mathematics, Vol. 21 (2003), Iss. 2 : pp. 175–182
Published online: 2003-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 8
Keywords: Least-squares solution Matrix equation Symmetric positive semidefinite matrix Generalized singular value decomposition.