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.