Least-square Positive Semidefinite Explicit Solution of a Matrix Equation

摘要：

A nearness matrix is given with two constraints-least square constraint and symmetric positive semidefinite structure. It discusses problems: (1) the set γ of symmetric positive semidefinite real n × n matrices K to minimize the Frobenius norm of KX - F,where X, F are given matrices and (2) the element K in γ to minimize the Frobenius norm of C — K for any estimate matrix C. The conditions that γ is nonempty are given. An explicit form of elements in γ is provided and an explicit expression of the minimizer K is derived.

作者: Dongxiu Xie

作者单位: School of Science,Beijing Information Science and Technology University, Beijing, 100192, China,College of Mathematics and Econometrics, Hunan University, Changsha 410082

会议类型: 国际会议

会议名称: The 13th IEEE Joint International Computer Science and Information Technology Conference(2011年第13届IEEE联合国际计算机科学与信息技术会议 JICSIT 2011)

会议地点: 重庆

会议语种:英文

页码: 416-418

在线出版日期: 2011-08-20（万方平台首次上网日期，不代表论文的发表时间）