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Moving information about the problem from the comment section to the question itself. Added tag.

edit approved Sep 7, 2019 at 12:51

Rodrigo de Azevedo

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Symmetric linear least-squares solution

Given tall matrices $A$ and $Y$ and the following overdetermined linear system in square matrix $X$

$$AX=Y$$

is there an explicit formula for the least-squares solution if $X$ is constrained to be symmetric?

matrices matrix-equations quadratic-programming least-squares

asked Sep 4, 2019 at 22:19

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