Minimum rank (skew) Hermitian solutions to the matrix approximation problem in the spectral norm

被引:7
|
作者
Shen, Dongmei [1 ]
Wei, Musheng [2 ]
Liu, Yonghui [3 ]
机构
[1] Shanghai Finance Univ, Sch Math & Stat, Shanghai 201209, Peoples R China
[2] Shanghai Normal Univ, Coll Math & Sci, Shanghai 200234, Peoples R China
[3] Shanghai Univ Int Business & Econ, Sch Business Informat Management, Shanghai 201620, Peoples R China
关键词
Matrix approximation; Minimum rank; Norm-preserving dilations; HGSVD; SHGSVD; NONNEGATIVE-DEFINITE; ASTERISK;
D O I
10.1016/j.cam.2015.04.033
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we discuss the following two minimum rank matrix approximation problems in the spectral norm: (i) For given A = A(H) is an element of C-mxm, B is an element of C-mxn, determining X is an element of s(1), such that rank(X) = min(Y is an element of S1) rank(Y), s(1) = {Y = Y-H is an element of C-nxn : \\A- BYBH\\(2) = min}. (ii) For given A = -A(H) is an element of C-mxm, B is an element of C-mxn, determining X is an element of s(2), such that rank(X) = min(Y is an element of S2) rank(Y), s(2) = {Y = -Y-H is an element of C-nxn : \\A - BYBH\\(2) = min}. By applying the norm-preserving dilation theorem, the Hermitian-type (skew-Hermitian-type) generalized singular value decomposition (HGSVD, SHGSVD), we characterize the expressions of the minimum rank and derive a general form of minimum rank (skew) Hermitian solutions to the matrix approximation problem. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码:351 / 365
页数:15
相关论文
共 50 条