Least‐squares solutions of matrix inverse problem for bi‐symmetric matrices with a submatrix constraint |
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Authors: | An‐ping Liao Yuan Lei |
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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=== |
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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. |
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Keywords: | matrix inverse problem bi‐symmetric matrix least‐squares solution optimal approximate solution generalized singular value decomposition canonical correlation decomposition |
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