Numerical strategies for recursive least squares solutions to the matrix equation AX = B
DOI10.1080/00207160.2022.2123220zbMATH Open1524.62381OpenAlexW4297491442MaRDI QIDQ6103282FDOQ6103282
Authors: George Loizou
Publication date: 26 June 2023
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2022.2123220
Recommendations
- A parallel algorithm for the unbalanced orthogonal Procrustes problem
- Kaczmarz-type methods for solving matrix equations
- Norm-constrained least-squares solutions to the matrix equation \(A X B = C\)
- On the randomized block Kaczmarz algorithms for solving matrix equation \(A X B = C\)
- An iterative algorithm to the least squares problem of \(AX=B\) over linear subspace
Factorization of matrices (15A23) Sequential estimation (62L12) Computing methodologies for image processing (68U10) Orthogonal matrices (15B10) Matrix equations and identities (15A24)
Cites Work
- Recursive estimation and time-series analysis. An introduction for the student and practitioner
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- Generalized Procrustes analysis
- A generalized solution of the orthogonal Procrustes problem
- Bounds for the distance to the nearest correlation matrix
- Computational Methods for Linear Matrix Equations
- The symmetric Procrustes problem
- Fast low-rank modifications of the thin singular value decomposition
- The orthogonal approximation of an oblique structure in factor analysis
- The reflexive and anti-reflexive solutions of the matrix equation \(A^{H}XB=C\)
- Singular value and generalized singular value decompositions and the solution of linear matrix equations
- Updating the singular value decomposition
- On the symmetric solutions of linear matrix equations
- Influential Observations in Linear Regression
- Ranks of least squares solutions of the matrix equation \(AXB=C\)
- On consistency, natural restrictions and estimability under classical and extended growth curve models
- Least-squares solution with the minimum-norm for the matrix equation \((A\times B,G\times H) = (C,D)\)
- On Nonnegative Solutions of the Equation $AD + DA' = - C$
- A Procrustes problem on the Stiefel manifold
- Downdating the Singular Value Decomposition
- Vector structures and solutions of linear matrix equations
- Case-Deletion Diagnostics for Mixed Models
- Face Recognition With Pose Variations and Misalignment via Orthogonal Procrustes Regression
- Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations
- The skew-symmetric orthogonal solutions of the matrix equation \(AX=B\)
- Generalized QR factorization and its applications
- Unphysical properties of the rotation tensor estimated by least squares optimization with specific application to biomechanics
- Solving balanced Procrustes problem with some constraints by eigenvalue decomposition
- Decomposition methods for sparse matrix nearness problems
- On a sub-Stiefel Procrustes problem arising in computer vision.
- Practical sketching algorithms for low-rank matrix approximation
- Hermitian and non-negative definite reflexive and anti-reflexive solutions to \(AX =B\)
- A recursive three-stage least squares method for large-scale systems of simultaneous equations
Cited In (1)
This page was built for publication: Numerical strategies for recursive least squares solutions to the matrix equation AX = B
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6103282)