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On Symmetric and Skew-Symmetric Solutions to a Procrustes Problem

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Numerical Linear Algebra in Signals, Systems and Control

Part of the book series: Lecture Notes in Electrical Engineering ((LNEE,volume 80))

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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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Correspondence to Yuan-Bei Deng .

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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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