Abstract
Using the projection theorem in a Hilbert space, the quotient singular value decomposition (QSVD) and the canonical correlation decomposition (CCD) in matrix theory for efficient tools, we obtained the explicit analytical expressions of the optimal approximation solutions for the symmetric and skew-symmetric least-squares problems of the linear matrix equation \(AXB = C\). This can lead to new algorithms to solve such problems.
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Acknowledgments
The author Deng would like to thank the China Scholarship Council for providing the State Scholarship Fund to pursue his research at the University of Minnesota as a visiting scholar. The author Boley would like to acknowledge partial support for this research from NSF grant IIS-0916750.
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Deng, YB., Boley, D. (2011). On Symmetric and Skew-Symmetric Solutions to a Procrustes Problem. In: Van Dooren, P., Bhattacharyya, S., Chan, R., Olshevsky, V., Routray, A. (eds) Numerical Linear Algebra in Signals, Systems and Control. Lecture Notes in Electrical Engineering, vol 80. Springer, Dordrecht. https://doi.org/10.1007/978-94-007-0602-6_11
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DOI: https://doi.org/10.1007/978-94-007-0602-6_11
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