Least-squares solution with the minimum-norm for the matrix equation \((A\times B,G\times H) = (C,D)\) (Q814330): Difference between revisions

The authors derive an analytical expression of the minimum-norm least-squares solution of the matrix equation \((A\times B, G\times H)=(C, D)\). Their approach uses the generalized singular value and canonical correlation decompositions. They verify the obtained expressions by some numerical experiments involving Toeplitz and Hankel matrices.