Methods of a transformation of matrices U1,...,Up to matrices V1,...,Vp are proposed so that ViVT j=O for i≠j and i,j=1,...,p. We consider unconstrained and constrained problems associated with such a transformation. Solutions of the both problems are provided.
|Number of pages||7|
|Journal||Numerical Algebra, Control and Optimization|
|Publication status||Published - Jun 2012|
- Generalized inverse
- Matrix approximations
- Singular value decomposition