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todpole3
  • Member for 12 years, 2 months
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How to Find a Matrix Closest to a Given One Under Certain Constraints
seems not. Wikipedia directly gives the solution and didn't derive it. Now I can somehow see this could follow from solving a Lagrange multiplier problem. But the form of the equation is crazy...
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How to Find a Matrix Closest to a Given One Under Certain Constraints
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