线性流形上广义反次对称矩阵的加权最小二乘解

Weighted Least Square Solution to Generalized Anti-skew-symmetric Matrices on the Linear Manifold

摘要: 运用矩阵的奇异值分解得到了线性流形上广义反次对称矩阵在加权范数下的最小二乘解, 同时导出了解集合中与给定矩阵的最佳逼近解的表达式。

Abstract: The expressions of the weighted least squares solution to Generalized Anti-skew-symmetric matrices on linear manifold are derived by applying the singular value decomposition of a matrix.In addition, the expressions of the optimal approximation is provided for the matrices.