中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Best approximate solution of matrix equation AXB+CY D=E

文献类型:期刊论文

作者Liao, AP; Bai, ZZ; Lei, Y
刊名SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
出版日期2005
卷号27期号:3页码:675-688
关键词matrix equation least-squares solution best approximate solution generalized singular value decomposition canonical correlation decomposition
ISSN号0895-4798
DOI10.1137/040615791
英文摘要We derive an analytical expression of the best approximate solution in the least-squares solution set SE of the matrix equation AXB + CYD = E to a given matrix pair (X-f, Y-f), where A, B, C, D, and E are given matrices of suitable sizes. Our work is based on the projection theorem in the finite-dimensional inner product space, and we use the generalized singular value decomposition and the canonical correlation decomposition. Moreover, we establish a direct method for computing this best approximate solution. An algorithm for finding the best approximate solution is described in detail, and an example is used to show the feasibility and effectiveness of our algorithm.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000236098800006
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/1330]  
专题计算数学与科学工程计算研究所
通讯作者Liao, AP
作者单位1.Hunan Univ, Coll Math & Economet, Changsha 410082, Peoples R China
2.Fudan Univ, Dept Math, Shanghai 200433, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Comp Math & Sci Engn Comp, State Key Lab Sci Engn Comp, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714
Liao, AP,Bai, ZZ,Lei, Y. Best approximate solution of matrix equation AXB+CY D=E[J]. SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS,2005,27(3):675-688.
APA Liao, AP,Bai, ZZ,&Lei, Y.(2005).Best approximate solution of matrix equation AXB+CY D=E.SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS,27(3),675-688.
MLA Liao, AP,et al."Best approximate solution of matrix equation AXB+CY D=E".SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS 27.3(2005):675-688.

入库方式: OAI收割

来源:数学与系统科学研究院

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