Least squares solution of matrix equation AX B* + CY D* = E*

Sang Yeun Shim, Yu Chen

Research output: Contribution to journalArticle

Abstract

We present an efficient algorithm for the least squares solution (X, Y) of the matrix equation AX B* + CY D* = E with arbitrary coefficient matrices A, B, C, D and the right-hand side E. This method determines the least squares solution (X, Y) with the least norm. It relies on the SVD and generalized SVD of the coefficient matrices and has complexity proportional to the cost of these SVDs.

Original languageEnglish (US)
Pages (from-to)802-808
Number of pages7
JournalSIAM Journal on Matrix Analysis and Applications
Volume24
Issue number3
DOIs
StatePublished - 2003

Keywords

  • Least norm solution
  • Matrix equation
  • Singular value decomposition

ASJC Scopus subject areas

  • Analysis

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