Critical Points of Matrix Least Square Distance Functions

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1992

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A Classical problem in matrix analysis and total least squares estimation is that of finding a best approximant of a given matrix by lower rank ones. In this paper the critical points and the local minima are determined for the function on varieties of fixed-rank symmetric, skew-symmetric and rectangular matrices representing the distance to a fixed matrix. Our results extend earlier work of Eckart and Young and Higham.

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