Successive projection method for solving the unbalanced Procrustes problem

作     者：ZHANG Zhenyue DU Keqin 

作者机构：Department of Mathematics Zhejiang University Hangzhou 310027 China Department of Mathematics Zhejiang University Hangzhou 310027 China 

基　　金：The work was supported in part by the National Natural Science Foundation of China (Grant No. 60372033) 

出 版 物：《Science China Mathematics》 (中国科学：数学（英文版）)

年 卷 期：2006年第49卷第7期

页      码：971-986页

摘      要：We present a successive projection method for solving the unbalanced Procrustes problem: given matrix A∈Rn×n and B∈Rn×k, n>k, minimize the residual‖AQ-B‖F with the orthonormal constraint QTQ = Ik on the variant Q∈Rn×k. The presented algorithm consists of solving k least squares problems with quadratic constraints and an expanded balance problem at each sweep. We give a detailed convergence analysis. Numerical experiments reported in this paper show that our new algorithm is superior to other existing methods.

主 题 词：Procrustes problem, least squares problems, projection method, orthogonal constraint. 

学科分类：07[理学] 08[工学] 

核心收录：

D　O　I：10.1007/s11425-006-0971-2

馆 藏 号：203940891...