Structured inverse least-squares problem for structured matrices

Abstract

Given a pair of matrices X and B and an appropriate class of structured matrices S, we provide a complete solution of the structured inverse least-squares problem $mi{n}_{A{\in }_S}\Vert AX-B{\Vert }_F$. Indeed, we determine all solutions of the structured inverse least squares problem as well as those solutions which have the smallest norm. We show that there are infinitely many smallest norm solutions of the least squares problem for the spectral norm whereas the smallest norm solution is unique for the Frobenius norm.

arXiv comment10 pages. arXiv admin note: text overlap with arXiv:1309.2522