An optimal approximation problem for a matrix equation

2009 ◽  
Vol 86 (2) ◽  
pp. 321-332
Author(s):  
Yuanbei Deng ◽  
Daniel Boley
2021 ◽  
Vol 7 (3) ◽  
pp. 3680-3691
Author(s):  
Huiting Zhang ◽  
◽  
Yuying Yuan ◽  
Sisi Li ◽  
Yongxin Yuan ◽  
...  

<abstract><p>In this paper, the least-squares solutions to the linear matrix equation $ A^{\ast}XB+B^{\ast}X^{\ast}A = D $ are discussed. By using the canonical correlation decomposition (CCD) of a pair of matrices, the general representation of the least-squares solutions to the matrix equation is derived. Moreover, the expression of the solution to the corresponding weighted optimal approximation problem is obtained.</p></abstract>


Filomat ◽  
2019 ◽  
Vol 33 (7) ◽  
pp. 1903-1909
Author(s):  
Xiangyang Peng ◽  
Wei Liu ◽  
Jinrong Shen

The real symmetric matrix is widely applied in various fields, transforming non-symmetric matrix to symmetric matrix becomes very important for solving the problems associated with the original matrix. In this paper, we consider the constrained inverse eigenvalue problem for symmetrizable matrices, and obtain the solvability conditions and the general expression of the solutions. Moreover, we consider the corresponding optimal approximation problem, obtain the explicit expressions of the optimal approximation solution and the minimum norm solution, and give the algorithm and corresponding computational example.


2010 ◽  
Vol 216 (12) ◽  
pp. 3515-3521
Author(s):  
Guang-Xin Huang ◽  
Feng Yin ◽  
Hua-Fu Chen ◽  
Ling Chen ◽  
Ke Guo

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