ITERATIVE ALGORITHMS FOR THE LEAST-SQUARES SYMMETRIC SOLUTION OF AXB = C WITH A SUBMATRIX CONSTRAINT

  • Wang, Minghui (School of Mathematical Sciences, Qufu Normal University) ;
  • Feng, Yan (College of Information Science & Technology, Qingdao University of Science & Technology)
  • 발행 : 2009.01.31

초록

Iterative algorithms are proposed for the least-squares symmetric solution of AXB = E with a submatrix constraint. We characterize the linear mappings from their independent element space to the constrained solution sets, study their properties and use these properties to propose two matrix iterative algorithms that can find the minimum and quasi-minimum norm solution based on the classical LSQR algorithm for solving the unconstrained LS problem. Numerical results are provided that show the efficiency of the proposed methods.

키워드

참고문헌

  1. P. Deift and T. Nanda, On the determination of a tridiagonal matrix from its spectrum and a submatrix, Linear Algebra Appl., 60 (1984), 43-55. https://doi.org/10.1016/0024-3795(84)90069-7
  2. G.H. Golub and W. Kahan, Calculating the singular values and pseudoinverse of a matrix, SIAM J. Numer. Anal., 2 (1965), 205-224.
  3. C.C. Paige and A. Saunders, LSQR: An algorithm for sparse linear equations and sparse least squares, ACM Trans. Math. Software, 8 (1982), 43-71. https://doi.org/10.1145/355984.355989
  4. Z. Peng, An iterative method for the least squares symmetric solution of the linear matrix equation AXB = C, Appl. Math. Comput., 170 (2005), 711-723. https://doi.org/10.1016/j.amc.2004.12.032
  5. Z. Peng, X. Hu and L. Zhang, The inverse problem of bisymmetric matrices with a submatrix constraint, Numer. Linear Algebra Appl., 11 (2004), 59-73. https://doi.org/10.1002/nla.333
  6. Y. Qiu Z. Zhang and J. Lu, Matrix iterative solutions to the least squares problem of $BXA^T = F$ with some linear constraints, Appl. Math. Comput., 185 (2007), 284-300. https://doi.org/10.1016/j.amc.2006.06.097
  7. E. Stiefel, Ausgleichung ohne Aufstellung der Gausschen Normalgleichungen, Wiss. Z. Tech. Hochsch. Dresden 2 (1952-1953), 441-442.