An Iterative Method for the Least Squares Symmetric Solution of the Linear Matrix Equation AXA~T+ BYB~T=C
Liu Li
Abstract
Liu Li
Abstract
In this paper,an iterative method is presented to solve the least squares symmetric solution pair of an linear matrix equation AXAT + BYBT = C.By this iterative method,the least squares symmetric solution pair can be obtained,and minimum norm of the least squares solution pair can be obtained by choosing a special kind of initial matrix pair.In addition,the unique optimal approximation solution pair to the given matrices in Frobenius norm can be obtained.
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In this paper,an iterative method is presented to solve the least squares symmetric solution pair of an linear matrix equation AXAT + BYBT = C.By this iterative method,the least squares symmetric solution pair can be obtained,and minimum norm of the least squares solution pair can be obtained by choosing a special kind of initial matrix pair.In addition,the unique optimal approximation solution pair to the given matrices in Frobenius norm can be obtained.
Key concepts: Mathematics, Least-squares function approximation, Linear least squares, Iterative method, Applied mathematics, Iteratively reweighted least squares, Matrix (chemical analysis), Total least squares