COSAM » Events » 2015 » October » Linear Algebra Seminar

 Linear Algebra Seminar Time: Oct 13, 2015 (04:00 PM) Location: Parker Hall 224 Details: Speaker: An-Bao Xu Title: Least-squares symmetric solution to the matrix equation A X B = C with the norm inequality constraint In this talk, we are going to discuss an iterative method to compute symmetric least-squares solution of the matrix equation A X B = C with the norm inequality constraint, \begin{equation*} \mathop {\min }\limits_{X \in SR^{n\times n}} \textstyle{1 \over 2}\left\| {A\, X\, B\, - \,C} \right\|^2 \quad subject\ to \left\| X \right\| \le \Delta, \end{equation*} where $$A\in R^{p\times n}$$, $$B\in R^{n\times q}$$, $$C\in R^{p\times q}$$, and $$\Delta$$ is a nonnegative real number. For this method, without the error of calculation, a desired solution can be obtained with finitely iterate steps. Numerical experiments are performed to illustrate the efficiency and application of the algorithm. Live stream available here

Last updated: 10/14/2015