A semi-analytical approach for the positive semidefinite Procrustes problem
نویسندگان
چکیده
منابع مشابه
A semi-analytical approach for the positive semidefinite Procrustes problem
The positive semidefinite Procrustes (PSDP) problem is the following: given rectangular matrices X and B, find the symmetric positive semidefinite matrix A that minimizes the Frobenius norm of AX − B. No general procedure is known that gives an exact solution. In this paper, we present a semi-analytical approach to solve the PSDP problem. First, we characterize completely the set of optimal sol...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2018
ISSN: 0024-3795
DOI: 10.1016/j.laa.2017.11.023