经济数学
經濟數學
경제수학
MATHEMATICS IN ECONOMICS
2010年
1期
30-33
,共4页
广义奇异值分解%标准相关分解%最小二乘D反对称解
廣義奇異值分解%標準相關分解%最小二乘D反對稱解
엄의기이치분해%표준상관분해%최소이승D반대칭해
the genealized sigular value decomposition%the canonical correlation decomposition%least-squares D-skew-symmetric solutions
首先将对称矩阵推广到D反对称矩阵,然后研究了方程AXB＝C的D反对称最小二乘解,利用矩阵对的广义奇异分解、标准相关分解及子空间上的投影定理,得到了最小二乘解的通式.
首先將對稱矩陣推廣到D反對稱矩陣,然後研究瞭方程AXB＝C的D反對稱最小二乘解,利用矩陣對的廣義奇異分解、標準相關分解及子空間上的投影定理,得到瞭最小二乘解的通式.
수선장대칭구진추엄도D반대칭구진,연후연구료방정AXB＝C적D반대칭최소이승해,이용구진대적엄의기이분해、표준상관분해급자공간상적투영정리,득도료최소이승해적통식.
The symmetric matrices were extended to the D skew-symmetric matrices, and the least squares D skew symmetric solutions of AXB = C were solved. Applying the generalized singular value decomposition, the canonical correlation decomposition and the projection over the subspace, the general expression for the least squares D skew symmetric solutions for AXB-C has been presented.
