Least-Squares Solutions of the Matrix Equation A^T XA = B Over Bisymmetric Matrices and its Optimal Approximation

(整期优先)网络出版时间:2007-03-13
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Arealn×nsymmetricmatrixX=(x_(ij))_(n×n)iscalledabisymmetricmatrixifx_(ij)=x_(n+1-j,n+1-i).Basedontheprojectiontheorem,thecanonicalcorrelationde-compositionandthegeneralizedsingularvaluedecomposition,amethodusefulforfindingtheleast-squaressolutionsofthematrixequationA~TXA=Boverbisymmetricmatricesisproposed.Theexpressionoftheleast-squaressolutionsisgiven.Moreover,inthecorrespondingsolutionset,theoptimalapproximatesolutiontoagivenmatrixisalsoderived.Anumericalalgorithmforfindingtheoptimalapproximatesolutionisalsodescribed.