Matrix Nearness Problems and Applications ∗
نویسنده
چکیده
A matrix nearness problem consists of finding, for an arbitrary matrix A, a nearest member of some given class of matrices, where distance is measured in a matrix norm. A survey of nearness problems is given, with particular emphasis on the fundamental properties of symmetry, positive definiteness, orthogonality, normality, rank-deficiency and instability. Theoretical results and computational methods are described. Applications of nearness problems in areas including control theory, numerical analysis and statistics are outlined.
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