Schmidt-Mirsky matrix approximation with linearly constrained singular values

Linear Algebra and Its Applications

Volumn 261, Issue 1-3, 1997, Pages 207-219

  Nievergelt, Yves ^a  

^a EASTERN WASHINGTON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040097929     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(96)00403-X     Document Type: Article

References (9)

1. V. Chvátal, Linear Programming, Freeman, New York, 1983.
2. C. Eckart and G. Young, The approximation of one matrix by another of lower rank, Psychometrika 1:211-218 (1936).
3. G. H. Golub, A. Hoffman, and G. W. Stewart, A generalization of the Eckart-Young-Mirsky matrix approximation theorm, Linear Algebra Appl. 88/89:317-327 (1987).
4. S. van Huffel and J. Vandewalle, The Total Least Squares Problem: Computational Aspects and Analysis, SIAM, Philadelphia, 1991.
5. L. Mirsky, Symmetric gauge functions and unitarily invariant norms, Quart. J. Math. Oxford 11:50-59 (1960).
6. B. N. Pshenichnyi, The Linearization Method for Constrained Optimization, Springer-Verlag, New York, 1994.
7. F. Rellich, Perturbation Theory of Eigenvalue Problems, transl. (J. Berkowitz), Gordon and Breach, New York, 1969.
8. E. Schmidt, Zur Theorie der linearen und nichtlinearen Integralgleichungen. 1. Teil: Entwicklung willkürlicher Funktionen nach Systemen vorgeschriebener, Math. Ann. 63:433-476 (1907).
9. G. Strang, Introduction to Applied Mathematics, Wellesley-Cambridge Press, Wellesley, Mass. 1986.