Common least-squares solution to some matrix equations

Necessary and sufficient conditions are derived for some matrix equations that have a common least-squares solution.A general expression is provided when certain resolvable conditions are satisfied.This research extends existing work in the literature.

THE NECESSARY AND SUFFICIENT CONDITIONS FOR THE SOLVABILITY OF A CLASS OF THE MATRIX INVERSE PROBLEM

Censider the solutions of the matrix inverse problem, which are symmetric positive semide finite on a subspace. Necessary and sufficient conditions for the solvability, as well as the general solution are obtained. The best approximate solution by the above solution set is given. Thus the open problem in [1] is solved.

EPr Solution to a System of Matrix Equations

A square complex matrix is called if it can be written in the form with being fixed unitary and being arbitrary matrix in . We give necessary and sufficient conditions for the existence of the solution to the system of complex matrix equation and present an expression of the solution to the system when the solvability conditions are satisfied. In addition, the solution to an optimal approximation problem is obtained. Furthermore, the least square solution with least norm to this system mentioned above is considered. The representation of such solution is also derived.

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

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.

CRITERION OF POSITIVE DEFINITENESS OF MATRICES AND SOLUTION OF INVERSE PROBLEM FOR SYSTEM OF LINEAR EQUATIONS

The class of symmetric definitely positive matrices is extremely important in the matrix theory. At present, positive definiteness of a symmetric matrix can be shown by determining the signs of its all ordered principal minors or the signs

RIEMANN-HILBERT PROBLEMS AND SOLITON SOLUTIONS OF NONLOCAL REVERSE-TIME NLS HIERARCHIES

The paper aims at establishing Riemann-Hilbert problems and presenting soliton solutions for nonlocal reverse-time nonlinear Schrodinger(NLS) hierarchies associated with higher-order matrix spectral problems.The Sokhotski-Plemelj formula is used to transform the Riemann-Hilbert problems into Gelfand-Levitan-Marchenko type integral equations.A new formulation of solutions to special Riemann-Hilbert problems with the identity jump matrix,corresponding to the reflectionless inverse scattering transforms,is proposed and applied to construction of soliton solutions to each system in the considered nonlocal reversetime NLS hierarchies.

ON THE LEAST SQUARES PROBLEM OF A MATRIXEQUATION

Least squares solution of F=PG with respect to positive semidefinite symmetric P is considered,a new necessary and sufficient condition for solvablity is given,and the expression of solution is derived in the some special cases. Based on the expression, the least spuares solution of an inverse eigenvalue problem for positive semidefinite symmetric matrices is also given.

矩阵方程AX-BY=Z的最小二乘中心对称解及其最佳逼近

本文研究矩阵方程AX-BY=Z的最小二乘中心对称解,给出了AX-BY=Z的最小二乘中心对称解的表达式,导出了AX-BY=Z有中心对称解的条件。讨论了在AX-BY=Z的最小二乘中心对称解集合中求与给定矩阵最佳逼近的解,并将所得结果应用于研究一类中心对称矩阵的广义特征值反问题。

主子阵约束下对称半正定矩阵反问题

讨论了主子阵约束下矩阵反问题的对称半正定解存在的充要条件,并在有解的情况下给出了其通解的一般表达式.同时也把所得结论应用到相应的逆特征值问题,并给出了逆特征值问题的极小范数解.

循环矩阵反问题的最小二乘解

讨论了一类循环矩阵反问题的最小二乘解,给出了解的存在定理和解的一般表达式.考虑了给定矩阵的最佳逼近问题,证明了问题存在唯一解,给出了唯一解的表达式,最后给出了两个数值算例.

哈密顿矩阵的逆特征值问题

该文探讨了哈密顿矩阵的逆特征值问题,得到了有解的充要条件、通解的表达式以及最小范数解．并给出了最佳逼近解的求法．给出了相应的算法,数值实例说明算法是可行的。

实矩阵反问题的总体最小二乘解及其最佳逼近

最小二乘法是近年来求解矩阵反问题的一种常用方法,但系数矩阵常常存在误差,方法本身具有很大局限性.鉴于此,提出并讨论了非对称矩阵反问题的总体最小二乘解,给出了解的一般表达式;证明了最佳逼近问题解的存在唯一性,给出了其具体表达式及数值算法,最后将数值结果用于求解非对称矩阵反问题.

一类对称正交反对称矩阵反问题

设P是n阶对称正交矩阵,如果n阶矩阵A满足AT=-A和(PA)T=-PA,则称A为对称正交反对称矩阵。讨论了问题IPLS:给定n阶矩阵 A,n×m矩阵X和B,求n阶对称正交反对称矩阵A使得‖AX-B‖F=min和‖ A-A‖F=min。给出了该问题解的表达式及其数值方法,并将所得结果应用于研究对称正交反对称矩阵特征值反问题。

反哈密顿矩阵的特征值反问题

探讨了反哈密顿矩阵的特征值反问题,得到了该问题有解的充要条件、通解的表达式以及最小范数解.证明了其最佳逼近解的存在性和唯一性,建立了其最佳逼近解,并给出了求最佳逼近解的数值算法和算例.

基于正交投影方法的二次特征值反问题及其最佳逼近解

考虑二次特征值反问题的广义中心对称解(广义反中心对称解)及其最佳逼近问题,应用矩阵的正交投影方法,给出矩阵方程AX+BY+CZ=0的解及其最佳逼近问题.利用广义中心对称矩阵(广义反中心对称矩阵)的性质导出了该问题有广义中心对称解(广义反中心对称解)的条件及有解情况下的通解表达式,并证明了最佳逼近问题解的存在性与唯一性,得到了最佳逼近解的表达式.

广义中心反对称矩阵反问题的最小二乘解

给出了广义中心反对称矩阵反问题的最小二乘解及其最佳逼近解的表达式.对该类矩阵反问题,得到了有解的充分必要条件,并在有解条件下给出了解的一般表达式.

对称正交反对称矩阵反问题的最小二乘解

设P∈Rn×n满足PT =P,PTP=In,即P为对称正交矩阵。若A∈Rn×n满足AT =A,(PA)T =-(PA),则称A为n阶对称正交反对称矩阵,所有n阶对称正交反对称矩阵全体记为ASRn×nP .考虑问题Ⅰ:给定X,B∈Rn×m,求A∈ASRn×nP 使得‖AX-B‖=min及问题Ⅱ:给定A∈Rn×n,求^A∈SE使得‖A-^A‖= infA∈SE‖A-A‖,其中SE 是问题Ⅰ的解集合.首先讨论了对称正交反对称矩阵的结构;然后给出了问题Ⅰ解集合SE 的通式,并导出AX=B有解的条件及其通解表示;最后证明问题Ⅱ的解存在唯一,并给出解的表达式。

对称自正交相似矩阵反问题的最小二乘解

通过给出对称自正交相似矩阵的表示定理,研究了如下对称自正交相似矩阵反问题:问题Ⅰ:己知X、B∈R^(n×m),J^(n×n)为全体n阶对称自正交相似矩阵的集合,n=2k.求A∈J^(n×n),使得‖AX-B‖=min.问题Ⅱ:已知A*∈R^(n×n),S_E是问题Ⅰ的解集.求∈S_E,使得‖A*-‖=inf(A∈S_E)‖A*-A‖.给出了问题Ⅰ的解的通式及问题Ⅱ的惟一解的表达式.

关于矩阵方程(AX,XC)=(B,D)的对称解

借助于矩阵的广义逆 ,给出了线性矩阵方程 (AX ,XC) =(B ,D)有对称解的充分必要条件 ;在有解的情况下 ,给出了通解的显式表示 ;作为特例 ,讨论了一类逆特征值问题。

矩阵的复正定性与A■=b的反问题求解

本文主要讨论线性方程组A■=b的反问题.得到了A■=b在复正定矩阵类中有解的充要条件,给出了A■=b在复正定类中解的一般形式.并同时得到用低阶矩阵来判定高阶矩阵复正定性的方法,推广了郭忠文中的定理1。