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约束条件下一类实对称矩阵束的最佳逼近

The best appropriate approximation of one kind of real symmetric matrix pencil under restriction
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摘要 考虑以下问题:问题Ⅰ:给定矩阵X∈Rn×m,D∈SRm×m,求(A,B)∈SRn×n,使满足AX=BXD,其中SRn×n为n阶实对称矩阵的集合.问题Ⅱ:给定A∈Rn×n,B)∈Rn×n,求(A,B)∈SAB,使得‖(A,B)-(A,B)‖F=(Ai,B)n f∈SAB‖A,B-(A,B)‖F,其中SAB为问题Ⅰ的解集.借助于矩阵分解,得出了问题Ⅰ和问题Ⅱ解的表示. The following problems are considered in this paper.Problem Ⅰ: Given matrix X∈Rn×m,D∈SRm×m,find A,B∈SRn×n,such that AX=BXD.Problem Ⅱ: Given matrix A~∈Rn×n,B~∈Rn×n,find(A,B)∈SAB,such that ‖(A,B)-(A~,B~)‖F=inf(A,B)∈SAB‖(A,B)-(A~,B~)‖F, where ‖·‖F is Frobenius norm,and SAB is the solution set of problem Ⅰ.By applying matrix decompositions,the expressions for the solutions of problems Ⅰ and Ⅱ are given.
作者 臧正松
出处 《江苏科技大学学报(自然科学版)》 CAS 北大核心 2011年第1期89-92,共4页 Journal of Jiangsu University of Science and Technology:Natural Science Edition
关键词 矩阵方程 矩阵分解 最佳逼近 matrix equation matrix decomposition optimal approximation
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