Schmidt-Mirsky matrix approximation with linearly constrained singular values

DOI10.1016/S0024-3795(96)00403-XMaRDI QIDQ1362662zbMATH OpenOpenAlexFDO

Authors Yves Nievergelt

Publication date 22 February 1998

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0024-3795(96)00403-x

zbMATH Keywords

ellipsoidoblate spheroidSchmidt-Mirsky matrix approximationsingular values

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Approximation with constraints (41A29)

Review text

The author considers the mathematical problem of identifying and computing the closest approximation of a matrix by another matrix whose singular values satisfy any specified set of linear contraints, a generalization of \textit{E. Schmidt}'s theorem [Zur Theorie der linearen und nichtlinearen Integralgleichungen. Math. Ann. 63, 433-476 (1907; JFM 38.3770.02)], generated by \textit{L. Mirsky} [Quart. J. Math. Oxford 11, 50-59 (1960; Zbl 0105.01101)]. The theorem is applied to the determination of the oblate spheroid that most closely fits a specified ellipsoid, which amounts to require that the two largest principal axes have a common length.

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Cites work

• A generalization of the Eckart-Young-Mirsky matrix approximation theorem
• scientific article; zbMATH DE number 4002053 (Why is no real title available?)
• scientific article; zbMATH DE number 51511 (Why is no real title available?)
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• Sufficient conditions for extremum, penalty functions and regularity
• SYMMETRIC GAUGE FUNCTIONS AND UNITARILY INVARIANT NORMS

Cited in

(2)

• A tutorial history of least squares with applications to astronomy and geodesy
• On generalized matrix approximation problem in the spectral norm

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• VanHuffel

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