How to use RSVD to solve the matrix equation A = BXC

被引：5

作者：

Liu, Yonghui ^{[1
]}

Tian, Yongge ^{[2
]}

机构：

[1] Shanghai Finance Univ, Dept Appl Math, Shanghai, Peoples R China

[2] Cent Univ Finance & Econ, China Econ & Management Acad, Beijing, Peoples R China

来源：

LINEAR & MULTILINEAR ALGEBRA | 2010年 / 58卷 / 05期

关键词：

matrix pencil; matrix equation; maximal rank; minimal rank; restricted singular value decomposition (RSVD); SINGULAR-VALUE DECOMPOSITION; EXTREMAL RANKS; EXPRESSIONS;

D O I：

10.1080/01445340802354549

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Through the restricted singular value decomposition (RSVD) of the matrix triplet (C, A, B), we show in this note how to choose a variable matrix X such that the matrix pencil A - BXC attains its maximal and minimal ranks. As applications, we show how to use the RSVD to solve the matrix equation A = BXC.

引用

页码：537 / 543

页数：7

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