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双对称线性矩阵方程的最佳逼近解
林宏程
湖南对外经济贸易学院理学部,湖南,长沙,410015
摘要:
本文讨论了wang和Chang的双线件矩阵方程(ATXA,BTXB):(C,D)对称解的一致性条件.利用Hilbert空间的投影定理、商奇异值分解及其通解表达式和典型相关分解(CCD)的有效工具,获得了关于这个矩形方阵对的最小二乘问题的明确的解析表达式反对称(或最小Frobenius范数反对称解作为特例)最佳逼近解.
关键词:  线性矩阵方程  最小二乘法问题  最佳逼近解  典型相关分析分解(CCD)  商奇异值分解(QSVD)
DOI:
分类号:O151.21
基金项目:
THE ANTI-SYMMETRIC OPTIMAL APPROXIMATION SOLUTION FOR A LINEAR MATRIX EQUATION PAIR
LIN Hong-cheng
LIN Hong-cheng (Dept.of Sciences,Hunan Foreign Economic Relations and Trade College,Changsha 410015,China)
Abstract:
This article discusses the consistent conditions of the symmetric solution and symmetric least squares solution for the linear matrix equation pair(ATXA,BTXB)=(C,D)obtained by Chang and Wang(1993).By using the projection theorem in Hilbert space,the quotient singular value decomposition(QSVD)and the canonical correlation decomposition(CCD)for efficient tools to obtain the explicit analytical expression of the anti-symmetric optimal approximation solution(or the minimum Frobenius norm anti-symmetric solution as a special case)for the least-squares problem of this matrix equation pair.
Key words:  linear matrix equation  least square problem  optimal approximation solution  canonical correlation decomposition(CCD)  quotient singular value decomposition(QSVD)