A New Algorithm for Constrained Matrix Least Squares Approximations
Description
This paper considers the problem of approximating a given symmetric matrix by a symmetric matrix with a prescribed spectrum so that the Frobenius norm of the matrix difference is minimized. By the introduction of a variable search direction, a new convergent algorithm for solving the problem is derived, which is guaranteed to be convergent and is capable of achieving a fast rate of convergence. It is shown that the set of fixed points of the proposed algorithm coincides with the set of...[Show more]
dc.contributor.author | Yan, Wei-Yong | |
---|---|---|
dc.contributor.author | Moore, John | |
dc.date.accessioned | 2015-12-10T23:33:23Z | |
dc.identifier.issn | 0254-5330 | |
dc.identifier.uri | http://hdl.handle.net/1885/69280 | |
dc.description.abstract | This paper considers the problem of approximating a given symmetric matrix by a symmetric matrix with a prescribed spectrum so that the Frobenius norm of the matrix difference is minimized. By the introduction of a variable search direction, a new convergent algorithm for solving the problem is derived, which is guaranteed to be convergent and is capable of achieving a fast rate of convergence. It is shown that the set of fixed points of the proposed algorithm coincides with the set of equilibrium points of the original double bracket equation. A numerical example is presented to demonstrate superior performance of the proposed algorithm over a standard double bracket algorithm. | |
dc.publisher | Kluwer Academic Publishers | |
dc.source | Annals of Operations Research | |
dc.title | A New Algorithm for Constrained Matrix Least Squares Approximations | |
dc.type | Journal article | |
local.description.notes | Imported from ARIES | |
local.description.refereed | Yes | |
local.identifier.citationvolume | 98 | |
dc.date.issued | 2001 | |
local.identifier.absfor | 010303 - Optimisation | |
local.identifier.ariespublication | MigratedxPub1977 | |
local.type.status | Published Version | |
local.contributor.affiliation | Yan, Wei-Yong, Curtin University of Technology | |
local.contributor.affiliation | Moore, John, College of Engineering and Computer Science, ANU | |
local.description.embargo | 2037-12-31 | |
local.bibliographicCitation.startpage | 255 | |
local.bibliographicCitation.lastpage | 269 | |
dc.date.updated | 2015-12-10T11:27:58Z | |
local.identifier.scopusID | 2-s2.0-0042227663 | |
Collections | ANU Research Publications |
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