On least squares solutions subject to a rank restriction

• Published in: Linear & multilinear algebra Vol. 63; no. 2; pp. 264 - 273
• Main Author: Wang, Hongxing
• Format: Journal Article
• Language: English
• Published: Abingdon Taylor & Francis 01.02.2015; Taylor & Francis Ltd
• Subjects: Algebra; Constrictions; Decomposition; Economic models; least squares; Least squares method; Mathematical analysis; Norms; rank-constrained; singular value decomposition; Theorems

In this paper,we discuss rank-constrained least squares solutions to the matrix equation under the rank restriction in the Frobenius norm. We derive the rank range and expression of these least squares solutions by applying generalized inverses, singular value decomposition and the Eckart-Young-Mirs...