LEAST SQUARES SOLUTION OF MATRIX EQUATION
Sang-Yeun Shim, Yu Chen · 2003
We present an efficient algorithm for the least squares solution (X,Y ) of the matrix equation AXB∗ +CY D∗ = E with arbitrary coefficient matrices A,B,C,D and the right-hand side E. This method determines the least squares solution (X,Y ) with the least norm. It relies on the SVD and generalized SVD of the coefficient matrices and has complexity proportional to the cost of these SVDs.