Least-squares solutions of constrained inverse eigenproblem and associated optimal approximation problem
Wei Liu, Ding-wu Li, Jinrong Shen · International Journal of Computer Mathematics · 2012
In this paper, the least-squares solutions of constrained inverse eigenvalue problem and the associated optimal approximation problem are considered. We get the general expression of the least-squares solutions of the constrained inverse eigenvalue problem, obtain the representation of the unique optimal approximation solution in the least-squares solutions set, and give the algorithm and corresponding computational examples.