Author's: Yongxin Yuan
Pages: [199] - [207]
Received Date: October 20, 2009
Submitted by:
In this paper, a sufficient and necessary condition for the matrix equations and where and to have a common symmetric positive semi-definite solution X is established, and if it exists, a representation of the solution set is given. An optimal approximation between a given matrix and the affine subspace is discussed, an explicit formula for the unique optimal approximation solution is presented, and a numerical example is provided.
matrix equation, symmetric positive semi-definite solution, singular value decomposition, optimal approximation.