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- 2015
实对称五对角矩阵Procrustes问题
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Abstract:
本文研究了实对称五对角矩阵Procrustes.利用矩阵的奇异值分解简化问题,得到了实对称五对角矩阵X极小化,最后给出数值算例说明方法的有效性.
In this paper, we study real symmetric five-diagonal Procrustes. By using the singular value decomposition and analytic methods, we find the real symmetric five-diagonal matrix X which minimizes the Frobenius (or Euclidean) norm of AX-B, with A and B as given rectangular matrices. Numerical difficulties are discussed and illustrated by example