|
| 摘要: |
| 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. |
| 关键词: 实对称五对角矩阵 Procrustes问题 |
| DOI： |
| 分类号:O241.6 |
| 基金项目:国家自然科学青年基金资助(11301107);国家自然科学数学天元基金资助(11226323);广西自然科学青年基金(2013GXNSFBA019009). |
|
| REAL SYMMETRIC FIVE-DIAGONAL MATRIX PROCRUSTES PROBLEM |
|
Li Jiao-fen,Zhang Xiao-ning
|
| Abstract: |
| 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. |
| Key words: real symmetric five-diagonal matrix Procrustes problem |
