Provided two diagonal real matrix which has positive entries, $V$ and $U$. 

Find a real matrix A, satisfying $A^TA=a^2I$ for some scalar $a$, to minimise 

$\left|A^TVA-U\right|\quad\quad(*)$         

where the matrix norm could be an induced one, such as $|M|^2_{L^2}=\mathrm{tr}(M^TM)$.

I believe the problem is quite useful, however I am not sure where I can find the related materials. A numerical approach is also welcome.

I found some [related works][1] , I think I can program the general framework for non-linear optimisation problem with unitary constraints. But since $(*)$ is only a quadratic form. I wonder if there are some improvements.


  [1]: http://people.eng.unimelb.edu.au/jmanton/publications.html