00815901

j

00815901 Hu, H. Positive definite constrained least-squares estimation of matrices. Linear Algebra Appl. 229, 167-174 (1995). 1995 Elsevier Science Inc. (North-Holland), New York, NY EN least squares estimation quadratic programming

doi:10.1016/0024-3795(94)00024-8

The problem of finding a symmetric matrix $X$ minimizing $B-XA$ in the least squares sense, under the condition that all eigenvalues of $X$ exceed a given positive value, is solved by means of a sequence of quadratic programming problems. A suboptimal variant, which is guaranteed to converge in a finite number of $QP$ steps, is given as an alternative to the optimal algorithm, which may approach a solution asymptotically. A.Ruhe (G\"oteborg)