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Least‐squares solutions of matrix inverse problem for bi‐symmetric matrices with a submatrix constraint
Authors:An‐ping Liao  Yuan Lei
Affiliation:1. College of Mathematics and Econometrics, Hunan University, Changsha 410082, People's Republic of China;2. Department of Information and Computing Sciences, Changsha University, Changsha 410003, People's Republic of ChinaCollege of Mathematics and Econometrics Hunan University, Changsha 410082, People's Republic of China===
Abstract:
An n × n real matrix A = (aij)n × n is called bi‐symmetric matrix if A is both symmetric and per‐symmetric, that is, aij = aji and aij = an+1?1,n+1?i (i, j = 1, 2,..., n). This paper is mainly concerned with finding the least‐squares bi‐symmetric solutions of matrix inverse problem AX = B with a submatrix constraint, where X and B are given matrices of suitable sizes. Moreover, in the corresponding solution set, the analytical expression of the optimal approximation solution to a given matrix A* is derived. A direct method for finding the optimal approximation solution is described in detail, and three numerical examples are provided to show the validity of our algorithm. Copyright © 2007 John Wiley & Sons, Ltd.
Keywords:matrix inverse problem  bi‐symmetric matrix  least‐squares solution  optimal approximate solution  generalized singular value decomposition  canonical correlation decomposition
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