A new iterative algorithm for solving a class of matrix nearness problem (Q408473)
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scientific article; zbMATH DE number 6022647
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| English | A new iterative algorithm for solving a class of matrix nearness problem |
scientific article; zbMATH DE number 6022647 |
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A new iterative algorithm for solving a class of matrix nearness problem (English)
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10 April 2012
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Summary: Based on the alternating projection algorithm, which was proposed by Von Neumann to treat the problem of finding the projection of a given point onto the intersection of two closed subspaces, we propose a new iterative algorithm to solve the matrix nearness problem associated with the matrix equations \(AXB = E\), \(CXD = F\), which arises frequently in experimental design. If we choose the initial iterative matrix \(X_0 = 0\), the least Frobenius norm solution of these matrix equations is obtained. Numerical examples show that the new algorithm is feasible and effective.
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alternating projection algorithm
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matrix nearness problem
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matrix equations
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experimental design
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least Frobenius norm solution
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numerical examples
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0.8300451040267944
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0.8296593427658081
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0.8079705238342285
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0.8054203391075134
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