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Questions about the properties of vector spaces and linear transformations, including linear systems in general.

4 votes
1 answer
1k views

An optimization problem in numerical linear algebra

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