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How to transform matrices \(U_1, \dots, U_p\) to matrices \(V_1, \dots, V_p\) so that \(V_i V_j^T= {\mathbb O}\) if \(i \neq j\)? - MaRDI portal

How to transform matrices \(U_1, \dots, U_p\) to matrices \(V_1, \dots, V_p\) so that \(V_i V_j^T= {\mathbb O}\) if \(i \neq j\)? (Q450746)

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scientific article; zbMATH DE number 6082540
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English
How to transform matrices \(U_1, \dots, U_p\) to matrices \(V_1, \dots, V_p\) so that \(V_i V_j^T= {\mathbb O}\) if \(i \neq j\)?
scientific article; zbMATH DE number 6082540

    Statements

    How to transform matrices \(U_1, \dots, U_p\) to matrices \(V_1, \dots, V_p\) so that \(V_i V_j^T= {\mathbb O}\) if \(i \neq j\)? (English)
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    14 September 2012
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    Motivated by applications, methods of a transformation of real matrices \(U_1, \dots U_p\) to matrices \(V_1, \dots, V_p\) so that \(V_iV_j^T=0\) if \(i\not=j\) are proposed. The problem is a Gram-Schmidt-like orthogonalization problem since \(\langle X,Y\rangle = \text{tr}\, X^TY\) is an inner product on the matrix space. However, the condition \(V_iV_j^T=0\) if \(i\not=j\) is more restrictive. The authors consider unconstrained and constrained problems associated with such a transformation. Solutions that involve Moore-Penrose pseudo-inverses of both problems are provided.
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    singular value decomposition
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    matrix approximations
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    Moore-Penrose pseudo-inverse
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    Gram-Schmidt-like orthogonalization
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    inner product
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