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矩阵方程A~TXA=B的对称正交对称解及其最佳逼近
THE SYMMETRIC ORTHO-SYMMETRIC SOLUTION OF LINEAR MATRIX EQUATION ATXA = B AND ITS OPTIMAL APPROXIMATION
【摘要】 <正> 1 引言 令Rn×m表示所有n×m实矩阵集合,Rnn×n表示所有n阶可逆方阵集合,ORn×n表示所有n阶正交矩阵的集合,SRn×n表示所有n阶实对称矩阵集合,In表示n阶单位矩阵,rank(A)表示矩阵A的秩,||·||表示矩阵的Frobenius范数,A*B表示矩阵A与B的Hadamard乘积,其定义为A*B=(aijbij),其中A=(aij),B=(bij)∈Rn×n。
【Abstract】 By applying the generalized singular value decomposition of matrices, this paper provides the necessary and sufficient conditions for the existence and the expression of the symmetric ortho-symmetric solutions of the linear matrix equation ATXA=B. In addition, the expression of the optimal approximation solution to the given matrix is derived.
【关键词】 matrix equation;
symmetric ortho-symmetric matrices;
matrix norm;
optimal approximation.;
【Key words】 matrix equation; symmetric ortho-symmetric matrices; matrix norm; optimal approximation.;
【Key words】 matrix equation; symmetric ortho-symmetric matrices; matrix norm; optimal approximation.;
【基金】 国家自然科学基金(10171031)
- 【文献出处】 高等学校计算数学学报 ,Numerical Mathematics A Journal of Chinese Universities , 编辑部邮箱 ,2003年04期
- 【分类号】O151.21
- 【被引频次】51
- 【下载频次】181