Abstract. An efficient method based on the quotient singular value decomposition (QSVD) is used to solve the constrained least squares problem min T − BXA T F over symmetric, skewsymmetric, and positive semidefinite (maybe asymmetrical) X. The general expression of the solution is given and some necessary and sufficient conditions are derived about the solvability of the matrix equation BXA T = T . In each case, an algorithm is given for the unique solution when B and A are of full column rank.
In this paper, we are mainly concerned with 2 types of constrained matrix equation problems of the form AXB=C, the least squares problem and the optimal approximation problem, and we consider several constraint matrices, such as general Toeplitz matrices, upper triangular Toeplitz matrices, lower triangular Toeplitz matrices, symmetric Toeplitz matrices, and Hankel matrices. In the first problem, owing to the special structure of the constraint matrix
scriptL, we construct special algorithms; necessary and sufficient conditions are obtained about the existence and uniqueness for the solutions. In the second problem, we use von Neumann alternating projection algorithm to obtain the solutions of problem. Then we give 2 numerical examples to demonstrate the effectiveness of the algorithms.
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