Title | ||
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Analytical best approximate Hermitian and generalized skew-Hamiltonian solution of matrix equation AXAH+CYCH=F. |
Abstract | ||
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In this paper, we consider the matrix equation AXAH+CYCH=F, where A, C and F are given matrices with appropriate sizes and [X,Y] is an unknown Hermitian and generalized skew-Hamiltonian matrix pair. Based on matrix differential calculus and projection theorem in inner product spaces, we exploit the best approximate solution [X̂,Ŷ] in the set S to a given matrix pair [X∗,Y∗], where S signifies the least-squares Hermitian and generalized skew-Hamiltonian solution set of the matrix equation AXAH+CYCH=F. The analytical expression of the best approximate solution is presented by applying the canonical correlation decomposition and the generalized singular value decomposition. Finally, a numerical algorithm and an illustrated example are given. |
Year | DOI | Venue |
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2018 | 10.1016/j.camwa.2018.02.026 | Computers & Mathematics with Applications |
Keywords | Field | DocType |
Matrix equation,Hermitian and generalized skew-Hamiltonian matrix,Least-squares solution,Best approximate solution,Canonical correlation decomposition,Generalized singular value decomposition | Generalized singular value decomposition,Hamiltonian (quantum mechanics),Mathematical analysis,Matrix (mathematics),Inner product space,Pure mathematics,Differential calculus,Skew,Solution set,Hermitian matrix,Mathematics | Journal |
Volume | Issue | ISSN |
75 | 10 | 0898-1221 |
Citations | PageRank | References |
0 | 0.34 | 9 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
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Wei-Ru Xu | 1 | 2 | 2.10 |
Guoliang Chen | 2 | 305 | 46.48 |
Xing-Ping Sheng | 3 | 0 | 0.34 |