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Least-squares solution with the minimum-norm for the matrix equation (A×B,G×H)=(C,D). (English) Zbl 1087.65040
The authors derive an analytical expression of the minimum-norm least-squares solution of the matrix equation (A×B,G×H)=(C,D). Their approach uses the generalized singular value and canonical correlation decompositions. They verify the obtained expressions by some numerical experiments involving Toeplitz and Hankel matrices.
MSC:
65F20Overdetermined systems, pseudoinverses (numerical linear algebra)
15A24Matrix equations and identities