Journal
NUMERICAL ALGORITHMS
Volume 64, Issue 3, Pages 455-480Publisher
SPRINGER
DOI: 10.1007/s11075-012-9674-7
Keywords
Matrix equation; Central principal submatrix; Reflexive solutions; Submatrix constraint; Least squares solution
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Funding
- National Natural Science Foundation of China [11071062]
- Natural Science Foundation of Hunan Province [10JJ3065]
- Hunan Provincial Education Department of China [10A033]
- Hunan Science and Technology Department [2012FJ3048]
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In this paper, an efficient algorithm is presented for minimizing where is the Frobenius norm, is a reflexive matrix with a specified central principal submatrix . The algorithm produces suitable such that within finite iteration steps in the absence of roundoff errors. We show that the algorithm is stable any case. The algorithm requires little storage capacity. Given numerical examples show that the algorithm is efficient.
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