Least-squares solution of AX B = D over symmetric positive semidefinite matrices X

被引：0

作者：

Liao, AP

Bai, ZZ

机构：

[1] Changsha Univ, Dept Math & Informat Sci, Changsha 410003, Peoples R China

[2] Hunan Univ, Dept Math, Changsha 410082, Peoples R China

[3] Chinese Acad Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China

来源：

JOURNAL OF COMPUTATIONAL MATHEMATICS | 2003年 / 21卷 / 02期

关键词：

least-squares solution; matrix equation; symmetric positive semidefinite matrix; generalized singular value decomposition;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Least-squares solution of AXB = D with respect to symmetric positive semidefinite matrix X is considered. By making use of the generalized singular value decomposition, we derive general analytic formulas, and present necessary and sufficient conditions for guaranteeing the existence of the solution. By applying MATLAB 5.2, we give some numerical examples to show the feasibility and accuracy of this construction technique in the finite precision arithmetic.

引用

页码：175 / 182

页数：8

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