LEAST—SQUARES SOLUTION OF AXB=D OVER SYMMETRIC POSITIVE SEMIDEFINITE MATRICES X
AnpingLiao, Zhong-zhiBai · Acta Scientiarum Naturalium Universitatis Sunyatseni · 2003
Least-squares solution of AXB=D with respect to symmetric positive semidefinite matrix X is considered.By making use of the generalized singular value ecomposition,we derive general analytic formulas,and present necessary and sufficient conditions for guaranteeing the existence of the solution.By applying MATLAB 5.2，we give some numerical examples to show the feasibility and accuracy of this construciton technique in the finite precision arithmetic.