The nearness problems for symmetric matrix with a submatrix constraint (Q2469623): Difference between revisions

The authors determine the general form of a solution of the problem: given a matrix \(X\in \mathbb R^{n \times p}\) and symmetric matrices \(B\in\mathbb R^{p \times p}\) and \(C\in\mathbb R^{r \times r}\), find an \(n \times n\) symmetric matrix \(A\) such that \(\| X^T A X - B \| = \min\), such that the \(r \times r \) leading principal submatrix of \(A\) is \(C\). They use the above solution set to solve the problem of updating the mass or stiffness matrix in a generalized eigenvalue finite element formulation.