实对称五对角矩阵Procrustes 问题

摘要

本文研究了实对称五对角矩阵Procrustes.利用矩阵的奇异值分解简化问题，得到了实对称五对角矩阵X 极小化，最后给出数值算例说明方法的有效性.%In this paper, we study real symmetric five-diagonal Procrustes. By using the singular value decomposition and analytic methods, we find the real symmetric five-diagonal matrix X which minimizes the Frobenius (or Euclidean) norm of AX−B, with A and B as given rectangular matrices. Numerical difficulties are discussed and illustrated by example.