Title
The (M,N)-symmetric Procrustes problem
Abstract
An p×q matrix A is said to be (M,N)-symmetric if MAN=(MAN)T for given M∈Rn×p,N∈Rq×n. In this paper, the following (M,N)-symmetric Procrustes problem is studied. Find the (M,N)-symmetric matrix A which minimizes the Frobenius norm of AX-B, where X and B are given rectangular matrices. We use Project Theorem, the singular-value decomposition and the generalized singular-value decomposition of matrices to analysis the problem and to derive a stable method for its solution. The related optimal approximation problem to a given matrix on the solution set is solved. Furthermore, the algorithm to compute the optimal approximate solution and the numerical experiment are given.
Year
DOI
Venue
2008
10.1016/j.amc.2007.08.094
Applied Mathematics and Computation
Keywords
Field
DocType
(M,N)-symmetric matrix,Procrustes problem,Optimal approximation
Singular value decomposition,Mathematical optimization,Combinatorics,Matrix (mathematics),Q-matrix,Symmetric matrix,Matrix norm,Orthogonal Procrustes problem,Solution set,Numerical analysis,Mathematics
Journal
Volume
Issue
ISSN
198
1
0096-3003
Citations 
PageRank 
References 
0
0.34
1
Authors
3
Name
Order
Citations
PageRank
Juan Peng130.97
Xiyan Hu212125.32
Lei Zhang3688.33