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

DOI10.1016/j.camwa.2005.02.011zbMath1087.65040OpenAlexW2050500034MaRDI QIDQ814330

Yuan Lei, An-Ping Liao

Publication date: 6 February 2006

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2005.02.011

zbMATH Keywords

numerical experimentsmatrix equationgeneralized singular value decompositionminimum-norm solutioncanonical correlation decompositionLeast-squares solutionToeplitz and Hankel matrices

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Matrix equations and identities (15A24)

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Cites Work

• A pair of simultaneous linear matrix equations \(A_ 1XB_ 1=C_ 1,A_ 2XB_ 2=C_ 2\) and a matrix programming problem
• Computing the CS decomposition of a partitioned orthonormal matrix
• Singular value and generalized singular value decompositions and the solution of linear matrix equations
• Perturbation analysis of the canonical correlations of matrix pairs
• On the existence of a common solution \(X\) to the matrix equations \(A_{i} XB_{j}\)=\(C_{ij}\), \((i,j){\in}\Gamma\).
• Some necessary and sufficient conditions for eigenstructure assignment
• Towards a Generalized Singular Value Decomposition
• Least Squares Solution of Matrix Equation $AXB^* + CYD^* = E$
• The Equations AX - YB = C and AX - XB = C in Matrices
• A representation of the general common solution to the matrix equations \(A_1XB_1=C_1\) and \(A_2XB_2=C_2\) with applications
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