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scientific article; zbMATH DE number 1008722
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scientific article; zbMATH DE number 1008722 |
Statements
8 January 1998
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inverse eigenvalue problems
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symmetric semi-positive definite matrices
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linear manifold
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0.9313278198242188
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Let \(S=\{A\mid A^T=A\) such that \(|AZ-Y|_F=\min\), \(\forall Y,Z\in\mathbb{R}^{n\times k}\}\), where \(|\cdot|_F\) is the Frobenius norm. The authors consider the following problems: (1) Given \(X,B\in\mathbb{R}^{n\times m}\), find \(A\in S\) such that \(AX=B\) and \(X^TAX\geq 0\), \(\forall X\in\mathbb{R}^n\). (2) Given \(\widetilde{A} \in\mathbb{R}^{n\times n}\), find \(\widehat{A}\in S_E\) such that \(|\widehat{A}-\widetilde{A} |_F= \inf_{\forall A\in S_E}|A- \widetilde{A}|_F\), where \(S_E\) is the solution set of (1). They obtain a sufficient and necessary condition for \(S_E\neq \emptyset\), and give a general form of the elements in \(S_E\). In addition, a sufficient condition for \(|S_E'|=1\), where \(S_E'\) is the solution set of (2), is obtained. An expression of the solution is given, and a numerical method for the solution of (2) is described.
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