摘要
首先将对称矩阵推广到D反对称矩阵,然后研究了方程AXB=C的D反对称最小二乘解,利用矩阵对的广义奇异分解、标准相关分解及子空间上的投影定理,得到了最小二乘解的通式.
The symmetric matrices were extended to the D skew-symmetric matrices, and the least squares D skew symmetric solutions of AXB=C were solved. Applying the generalized singular value decom- position, the canonical correlation decomposition and the projection over the subspace, the general expression for the least squares D skew symmetric solutions for AXB=C has been presented.
出处
《经济数学》
北大核心
2010年第1期30-33,共4页
Journal of Quantitative Economics
基金
国家自然科学基金资助项目(10571047)
关键词
广义奇异值分解
标准相关分解
最小二乘D反对称解
the genealized sigular value decomposition
the canonical correlation decomposition
least- squares D-skew-symmetric solutions
