矩阵在闭凸锥上的最佳逼近

摘要

In this paper we discuss the optimal approximation of matrices and its numerical algorithm on some closed convex cone. In the case of the set of semi-definite symmetric matrices, a MATLAB Program and a numerical example for the optimal approximation numerical algorithm are given. The numerical results indicate that our algorithm is effective and useful.%讨论矩阵在闭凸锥上的最佳逼近及其数值算法,在对称半正定矩阵集上,给出了最佳逼近数值算法的MATLAB程序和数值例子.数值结果表明,算法是有效的和有用的.