Dong Xiu XIE(1),Lei ZHANG(2)
Journal of Computational Mathematics. 2003, 21(2): 167-174.
This paper is mainly concerned with solving the following two problems: \par
Problem Ⅰ. Given$X\in R^{n\times m},B\in R^{m\times m}$.Find $A\in P_n$such that
$$\|X^TAX-B\|_F=\min,$$
where $P_n=\{A\in R^{n\times n}| x^TAx\geq 0, \forall\,x\in R^n\}$.\par
Problem Ⅱ. Given $\widetilde{A}\in R^{n\times n}.$ Find $\widetilde{A}\in S_E$such that
$$\|\widetilde{A}-\hat{A}\|_F=\min_{A\in S_E}\|\widetilde{A}-A\|_F,$$
where $\|\cdot\|_F$ is Frobenius norm, and $S_E$ denotes the solution set of Problem I.\par
The general solution of problem Ihas been given. It is proved that there esists a unique solution for Problem II. The espression of this solution for corresponding Problem II for fome special case will be derived.