The matrix nearness problem for symmetri
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An-ping Liao; Yuan Lei; Shi-fang Yuan
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Article
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2006
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Elsevier Science
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English
β 203 KB
A direct method, based on the projection theorem in inner products spaces, the generalized singular value decomposition and the canonical correlation decomposition, is presented for finding the optimal approximate solution X in the set S E to a given matrix X, where S E denotes the least-squares sym