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Least-Squares Solution of Inverse Problem for Hermitian Anti-reflexive Matrices and Its Appoximation
作者姓名:Zhen  Yun  PENG  Yuan  Bei  DENG  Jin  Wang  LIU
作者单位:[1]Department of Mathematics, Hunan University of Science and Technology, Xiangtan 411201, P. R. China [2]Department of Mathematics, Central South University, Changsha 410083, P. R. China [3]Institute of Computational Mathematics, Chinese Academy of Sciences, Beijing 100080, P. R. China [4]Technology, Department of Mathematics, Hunan University of Science and Xiangtan 411201, P, R, China
基金项目:This work is supported by China Postdoctoral Science Foundation (Grant No. 2004035645). The authors are very grateful to the referee for valuable comments.
摘    要:In this paper, we first consider the least-squares solution of the matrix inverse problem as follows: Find a hermitian anti-reflexive matrix corresponding to a given generalized reflection matrix J such that for given matrices X, B we have minA ||AX - B||. The existence theorems are obtained, and a general representation of such a matrix is presented. We denote the set of such matrices by SE. Then the matrix nearness problem for the matrix inverse problem is discussed. That is: Given an arbitrary A^*, find a matrix A E SE which is nearest to A^* in Frobenius norm. We show that the nearest matrix is unique and provide an expression for this nearest matrix.

关 键 词:最小平方解  逆矩阵  反射矩阵  存在性
收稿时间:2003-08-20
修稿时间:2003-08-202004-11-11

Least–Squares Solution of Inverse Problem for Hermitian Anti–reflexive Matrices and Its Appoximation
Zhen Yun PENG Yuan Bei DENG Jin Wang LIU.Least-Squares Solution of Inverse Problem for Hermitian Anti-reflexive Matrices and Its Appoximation[J].Acta Mathematica Sinica,2006,22(2):477-484.
Authors:Zhen Yun Peng  Yuan Bei Deng  Jin Wang Liu
Institution:(1) Department of Mathematics, Hunan University of Science and Technology, Xiangtan 411201, P. R. China;(2) Department of Mathematics, Central South University, Changsha 410083, P. R. China;(3) Institute of Computational Mathematics, Chinese Academy of Sciences, Beijing 100080, P. R. China;(4) Department of Mathematics, Hunan University of Science and Technology, Xiangtan 411201, P. R. China
Abstract:In this paper, we first consider the least-squares solution of the matrix inverse problem as follows: Find a hermitian anti–reflexive matrix corresponding to a given generalized reflection matrix J such that for given matrices X,B we have min A AX ?B‖. The existence theorems are obtained, and a general representation of such a matrix is presented. We denote the set of such matrices by S E . Then the matrix nearness problem for the matrix inverse problem is discussed. That is: Given an arbitrary A*, find a matrix  ∈ S E which is nearest to A* in Frobenius norm. We show that the nearest matrix is unique and provide an expression for this nearest matrix.
Keywords:hermitian reflexive matrix  hermitian anti-reflexive matrix  matrix norm  nearest matrix
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