An iterative algorithm for the least squares bisymmetric solutions of the matrix equations
โ Scribed by Jing Cai; Guoliang Chen
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 555 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0895-7177
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โฆ Synopsis
In this paper, an iterative algorithm is constructed to solve the minimum Frobenius norm residual problem: min
over bisymmetric matrices. By this algorithm, for any initial bisymmetric matrix X 0 , a solution X * can be obtained in finite iteration steps in the absence of roundoff errors, and the solution with least norm can be obtained by choosing a special kind of initial matrix. Furthermore, in the solution set of the above problem, the unique optimal approximation solution X to a given matrix X in the Frobenius norm can be derived by finding the least norm bisymmetric solution of a new corresponding minimum Frobenius norm problem. Given numerical examples show that the iterative algorithm is quite effective in actual computation.
๐ SIMILAR VOLUMES
For a complex matrix equation AX B = C, we solve the following two problems: (1) the maximal and minimal ranks of least square solution X to AX B = C, and (2) the maximal and minimal ranks of two real matrices X 0 and X 1 in least square solution X = X 0 + iX 1 to AX B = C. We also give a necessary
This article is concerned with iterative techniques for linear systems of equations arising from a least squares formulation of boundary value problems. In its classical form, the solution of the least squares method is obtained by solving the traditional normal equation. However, for nonsmooth boun