线性流形上次反对称矩阵的加权最小二乘解

摘要

利用矩阵的奇异值分解和矩阵对的广义奇异值分解,得到一类线性流形上次反对称矩阵在加权范数下的最小二乘解,导出解集合中与给定矩阵最佳逼近解的表达式.%The expressions of the weighted least squares solution of anti-skew-symmetric matrices on the linear manifold are derived by applying the singular value decomposition of a matrix and the generalized singular value decomposition (GSVD) of a matrix pair. In addition,the expressions of the optimal approximate is provided for the matrices.