Least-squares solution with the minimum-norm for the matrix equation \((A\times B,G\times H) = (C,D)\). (English) Zbl 1087.65040

The authors derive an analytical expression of the minimum-norm least-squares solution of the matrix equation \((A\times B, G\times H)=(C, D)\). 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.


65F20 Numerical solutions to overdetermined systems, pseudoinverses
15A24 Matrix equations and identities
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