通过紧李群上的梯度流实现矩阵轨道元素的最小二乘逼近
Least-Squares Approximation by Elements from Matrix Orbits Achieved by Gradient Flows on Compact Lie Groups
AI总结:
针对矩阵在酉相似、酉等价、酉合同等等价关系下的轨道,构造高效梯度流算法,以最小化欧几里得距离来逼近给定矩阵与多个轨道矩阵之和的最佳逼近。
摘要:
设 $S(A)$ 表示复数或实数矩阵 $A$ 在某种等价关系(如酉相似、酉等价、酉合同等)下的轨道。构造高效的梯度流算法,以确定给定矩阵 $A_0$ 被 $S(A_1), ..., S(A_N)$ 中矩阵之和的最佳逼近,即寻找欧几里得最小二乘距离 $$\min \{\|X_1+ ... + X_N - A_0\|: X_j \in S(A_j), j = 1, ..., N\}.$$ 讨论了结果与不同纯数学和应用领域的联系。
英文摘要:
Let $S(A)$ denote the orbit of a complex or real matrix $A$ under a certain equivalence relation such as unitary similarity, unitary equivalence, unitary congruences etc. Efficient gradient-flow algorithms are constructed to determine the best approximation of a given matrix $A_0$ by the sum of matrices in $S(A_1), ..., S(A_N)$ in the sense of finding the Euclidean least-squares distance $$\min \{\|X_1+ ... + X_N - A_0\|: X_j \in S(A_j), j = 1, >..., N\}.$$ Connections of the results to different pure and applied areas are discussed.
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