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Least-Squares Solutions of the Matrix Equation A^T XA = B Over Bisymmetric Matrices and its Optimal Approximation
作者姓名:Yanyan  Zhang  Yuan  Lei  Anping  Liao
作者单位:Yanyan Zhang (Hunan University of Arts and Science,Changde 415000,China) Yuan Lei Anping Liao (College of Mathematics and Econometrics,Hunan University,Changsha 410082,China)
摘    要:A real n×n symmetric matrix X=(x_(ij))_(n×n)is called a bisymmetric matrix if x_(ij)=x_(n 1-j,n 1-i).Based on the projection theorem,the canonical correlation de- composition and the generalized singular value decomposition,a method useful for finding the least-squares solutions of the matrix equation A~TXA=B over bisymmetric matrices is proposed.The expression of the least-squares solutions is given.Moreover, in the corresponding solution set,the optimal approximate solution to a given matrix is also derived.A numerical algorithm for finding the optimal approximate solution is also described.

关 键 词:轴对称矩阵  矩阵方程  典型相关分解  最小二乘法  最佳逼近
修稿时间:2005-12-122006-09-22

Least-Squares Solutions of the Matrix Equation ATXA = B Over Bisymmetric Matrices and its Optimal Approximation
Yanyan Zhang Yuan Lei Anping Liao.Least-Squares Solutions of the Matrix Equation A^T XA = B Over Bisymmetric Matrices and its Optimal Approximation[J].Numerical Mathematics A Journal of Chinese Universities English Series,2007,16(3):215-225.
Authors:Yanyan Zhang  Yuan Lei  Anping Liao
Abstract:A real n × n symmetric matrix X = (xij)n×n is called a bisymmetric matrix if xij = xn 1-j,n 1-i. Based on the projection theorem, the canonical correlation decomposition and the generalized singular value decomposition, a method useful for finding the least-squares solutions of the matrix equation ATXA = B over bisymmetric matrices is proposed. The expression of the least-squares solutions is given. Moreover, in the corresponding solution set, the optimal approximate solution to a given matrix is also derived. A numerical algorithm for finding the optimal approximate solution is also described.
Keywords:Bisymmetric matrix  canonical correlation decomposition  generalized singular value decomposition  least-squares solution  optimal approximate solution  
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