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The least squares problem of the matrix equation A_1X_1B_1~T+A_2X_2B_2~T=T

The least squares problem of the matrix equation A_1X_1B_1~T+A_2X_2B_2~T=T
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摘要 The matrix least squares (LS) problem minx ||AXB^T--T||F is trivial and its solution can be simply formulated in terms of the generalized inverse of A and B. Its generalized problem minx1,x2 ||A1X1B1^T + A2X2B2^T - T||F can also be regarded as the constrained LS problem minx=diag(x1,x2) ||AXB^T -T||F with A = [A1, A2] and B = [B1, B2]. The authors transform T to T such that min x1,x2 ||A1X1B1^T+A2X2B2^T -T||F is equivalent to min x=diag(x1 ,x2) ||AXB^T - T||F whose solutions are included in the solution set of unconstrained problem minx ||AXB^T - T||F. So the general solutions of min x1,x2 ||A1X1B^T + A2X2B2^T -T||F are reconstructed by selecting the parameter matrix in that of minx ||AXB^T - T||F. The matrix least squares (LS) problem minx ||AXB^T--T||F is trivial and its solution can be simply formulated in terms of the generalized inverse of A and B. Its generalized problem minx1,x2 ||A1X1B1^T + A2X2B2^T - T||F can also be regarded as the constrained LS problem minx=diag(x1,x2) ||AXB^T -T||F with A = [A1, A2] and B = [B1, B2]. The authors transform T to T such that min x1,x2 ||A1X1B1^T+A2X2B2^T -T||F is equivalent to min x=diag(x1 ,x2) ||AXB^T - T||F whose solutions are included in the solution set of unconstrained problem minx ||AXB^T - T||F. So the general solutions of min x1,x2 ||A1X1B^T + A2X2B2^T -T||F are reconstructed by selecting the parameter matrix in that of minx ||AXB^T - T||F.
出处 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2009年第4期451-461,共11页 高校应用数学学报(英文版)(B辑)
基金 supported in part by the Social Science Foundation of Ministry of Education(07JJD790154) the National Science Foundation for Young Scholars (60803076) the Natural Science Foundation of Zhejiang Province (Y6090211) Foundation of Education Department of Zhejiang Province (20070590) the Young Talent Foundation of Zhejiang Gongshang University
关键词 least squares problem generalized inverse solution set general solutions parameter matrix least squares problem, generalized inverse, solution set, general solutions, parameter matrix
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参考文献14

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