THROUGHOUT this note, the following notations are used: For a matrix A, A】0 means thatA is positive definite symmetric; R （A）, A′and A<sup>-</sup> stand for the column space, transposeand any g-inverse...THROUGHOUT this note, the following notations are used: For a matrix A, A】0 means thatA is positive definite symmetric; R （A）, A′and A<sup>-</sup> stand for the column space, transposeand any g-inverse of A respectively; P<sub>A</sub> = A （A′A）<sup>-</sup> A′and P<sub>A</sub> = I<sub>k</sub> - P<sub>A</sub>, where I<sub>k</sub> is theidentity matrix of order k that is the number of rows in A. R<sup>m×n</sup> is the totality of m×n realmatrices.展开更多
Throughout this note, the following notations are used. For matrices A and B,A】B means that A-B is positive definite symmetric, A×B denotes the Kroneckerproduct of A and B R（A）, A’ and A<sup>-</sup&g...Throughout this note, the following notations are used. For matrices A and B,A】B means that A-B is positive definite symmetric, A×B denotes the Kroneckerproduct of A and B R（A）, A’ and A<sup>-</sup> stand for the column space, the transpose andany g-inverse of A, respectively; P<sub>A</sub>=A（A’A）<sup>-</sup>A’;for s×t matrix B=（b<sub>1</sub>…b<sub>t</sub>）,vec（B） de-notes the st-dimensional vector （b<sub>1</sub>′b<sub>2</sub>′…b<sub>t</sub>′）′, trA stands for the trace of the square ma-trix A.展开更多
文摘THROUGHOUT this note, the following notations are used: For a matrix A, A】0 means thatA is positive definite symmetric; R （A）, A′and A<sup>-</sup> stand for the column space, transposeand any g-inverse of A respectively; P<sub>A</sub> = A （A′A）<sup>-</sup> A′and P<sub>A</sub> = I<sub>k</sub> - P<sub>A</sub>, where I<sub>k</sub> is theidentity matrix of order k that is the number of rows in A. R<sup>m×n</sup> is the totality of m×n realmatrices.
文摘Throughout this note, the following notations are used. For matrices A and B,A】B means that A-B is positive definite symmetric, A×B denotes the Kroneckerproduct of A and B R（A）, A’ and A<sup>-</sup> stand for the column space, the transpose andany g-inverse of A, respectively; P<sub>A</sub>=A（A’A）<sup>-</sup>A’;for s×t matrix B=（b<sub>1</sub>…b<sub>t</sub>）,vec（B） de-notes the st-dimensional vector （b<sub>1</sub>′b<sub>2</sub>′…b<sub>t</sub>′）′, trA stands for the trace of the square ma-trix A.
