Inverse problem for symmetric \(P\)-symmetric matrices with a submatrix constraint (Q617759)
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English | Inverse problem for symmetric \(P\)-symmetric matrices with a submatrix constraint |
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Inverse problem for symmetric \(P\)-symmetric matrices with a submatrix constraint (English)
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13 January 2011
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The authors consider a variant of a problem considered by \textit{F. Zhou, X. Hu} and \textit{L. Zhang} [Appl. Math. Comput. 154, No.~1, 153--166 (2004; Zbl 1067.15011)] and (in a more general setting) by \textit{W. F. Trench} [Linear Algebra Appl. 387, 83--98 (2004; Zbl 1121.15016)]. In the variant considered here, the desired solution is a matrix with a specified leading principal submatrix.
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\(R\)-symmetric matrix
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inverse problem
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least squares solution
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Procrustes problem
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ortho-symmetric matrix
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generalized singular value decomposition
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canonical correlation decomposition
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