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子矩阵约束下矩阵方程ATXA=B的实矩阵解及其最佳逼近
引用本文:龚丽莎,胡锡炎,张磊. 子矩阵约束下矩阵方程ATXA=B的实矩阵解及其最佳逼近[J]. 工程数学学报, 2007, 24(5): 913-918
作者姓名:龚丽莎  胡锡炎  张磊
作者单位:电子科技大学应用数学学院,成都,610054;湖南大学数学与计量经济学院,长沙,410082
摘    要:本文讨论了子矩阵约束下一类矩阵方程的实矩阵解问题。基于矩阵的奇异值分解和广义奇异值分解方法,给出了该问题有解的充要条件和解的一般表达式。并证明了对任一给定的实矩阵,在上述解集合中必存在唯一的最佳逼近解,给出了最佳逼近解的形式。

关 键 词:矩阵方程  子矩阵  矩阵范数  最佳逼近
文章编号:1005-3085(2007)05-0913-06
修稿时间:2005-09-02

The Real Solutions and its Optimal Approximation of Matrix Equation ATXA=B under a Submatrix Constraint
GONG Li-sha,HU Xi-yan,ZHANG Lei. The Real Solutions and its Optimal Approximation of Matrix Equation ATXA=B under a Submatrix Constraint[J]. Chinese Journal of Engineering Mathematics, 2007, 24(5): 913-918
Authors:GONG Li-sha  HU Xi-yan  ZHANG Lei
Affiliation:1. School of Applied Mathematics,University of Electronic Science and Technology of China, Chengdu 610054; 2. College of Mathematics and Econometrics, Hunan University, Changsha 410082
Abstract:The problem of finding real matrix solutions for a class of matrix equation under a subma- trix constraint is discussed.Based on the singular value decomposition and generalized singular value decomposition methods,the necessary and sufficient conditions for the existence of solutions and their general expression are given.Moreover,for a given real matrix,we prove a unique optimal approxima- tion solution exists in the above previous solution set,and the expression of the optimal approximation solution is also derived.
Keywords:matrix equation  submatrix  matrix norm  optimal approximation
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