Journal of applied mathematics & informatics
- Volume 26 Issue 5_6
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- Pages.1233-1245
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- 2008
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
AN ITERATIVE ALGORITHM FOR SOLVING THE LEAST-SQUARES PROBLEM OF MATRIX EQUATION AXB+CYD=E
- Shen, Kai-Juan (School of Mathematics and Statistics, Lanzhou University) ;
- You, Chuan-Hua (School of Mathematics and Statistics, Lanzhou University) ;
- Du, Yu-Xia (School of Mathematics and Statistics, Lanzhou University)
- Published : 2008.09.30
Abstract
In this paper, an iterative method is proposed to solve the least-squares problem of matrix equation AXB+CYD=E over unknown matrix pair [X, Y]. By this iterative method, for any initial matrix pair [
Keywords
- Matrix equation;
- iterative algorithm;
- least-squares problem;
- least-norm least-squares solution;
- optimal approximation