Article ID Journal Published Year Pages File Type
4638416 Journal of Computational and Applied Mathematics 2015 15 Pages PDF
Abstract

In this paper, we discuss the following two minimum rank matrix approximation problems in the spectral norm: (i)For given A=AH∈Cm×m,B∈Cm×n, determining X∈S1X∈S1, such that rank(X)=minY∈S1rank(Y),S1={Y=YH∈Cn×n:‖A−BYBH‖2=min}S1={Y=YH∈Cn×n:‖A−BYBH‖2=min}.(ii)For given A=−AH∈Cm×m,B∈Cm×n, determining X∈S2X∈S2, such that rank(X)=minY∈S2rank(Y),S2={Y=−YH∈Cn×n:‖A−BYBH‖2=min}S2={Y=−YH∈Cn×n:‖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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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