The least-squares solutions of the matrix equation $ A^{\ast}XB+B^{\ast}X^{\ast}A = D $ and its optimal approximation

oleh: Huiting Zhang, Yuying Yuan, Sisi Li, Yongxin Yuan

Format: Article
Diterbitkan: AIMS Press 2022-01-01

Deskripsi

In this paper, the least-squares solutions to the linear matrix equation $ A^{\ast}XB+B^{\ast}X^{\ast}A = D $ are discussed. By using the canonical correlation decomposition (CCD) of a pair of matrices, the general representation of the least-squares solutions to the matrix equation is derived. Moreover, the expression of the solution to the corresponding weighted optimal approximation problem is obtained.