Solving balanced Procrustes problem with some constraints by eigenvalue decomposition

Authors:
Yuyang Qiu;Anding Wang
Affiliations:
College of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, 310018, PR China;College of Information and Electronics, Zhejiang Gongshang University, Hangzhou, 310018, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2010

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Abstract

The balanced Procrustes problem with some special constraints such as symmetric orthogonality and symmetric idempotence are considered. By one time eigenvalue decomposition of the matrix product generated by the matrices A and B, the constrained solutions are constructed simply. Similar strategy is applied to the problem with the corresponding P-commuting constraints with a given symmetric matrix P. Numerical examples are presented to show the efficiency of the proposed methods.