Minimum-norm solutions of the non-symmetric semidefinite Procrustes problem

Nicolas Gillis, Stefano Sicilia

Given two matrices $X,B\in {\mathbb{R}}^{n\times m}$ and a set $\mathcal{A}\subseteq {\mathbb{R}}^{n\times n}$, a Procrustes problem consists in finding a matrix $A\in \mathcal{A}$ su…