@Article{JCM-25-211, author = {Yuan Lei, Anping Liao and Lei Zhang}, title = {Minimization Problem for Symmetric Orthogonal Anti-Symmetric Matrices}, journal = {Journal of Computational Mathematics}, year = {2007}, volume = {25}, number = {2}, pages = {211--220}, abstract = {

By applying the generalized singular value decomposition and the canonical correlation decomposition simultaneously, we derive an analytical expression of the optimal approximate solution $\widehat X$, which is both a least-squares symmetric orthogonal anti-symmetric solution of the matrix equation $A^TXA=B$ and a best approximation to a given matrix $X^*$. Moreover, a numerical algorithm for finding this optimal approximate solution is described in detail, and a numerical example is presented to show the validity of our algorithm.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/8686.html} }