Generalized matrix nearness problems II
Abstract
Given a matrix , a matrix nearness problem seeks an that most closely approximates in the sense of minimizing under a variety of constraints on . A generalized matrix nearness problem seeks the same but with three given matrices and in place of . We extend previous studies of the latter problem in three directions: incorporating an affine term, replacing matrix product by Kronecker product in various manners, and generalizing Frobenius norm to any orthogonally invariant norm. We will solve several of these in closed form. For the rest, we develop an iterative algorithm that works for any Schatten norm, proving that it converges to a global minimizer regardless of the initial point. In addition, the algorithm relies purely on numerical linear algebra, and notably does not compute any explicit gradients or subgradients. Along the way, we will also show that there is no Mirsky-type theorem for rank constrained generalized matrix nearness problems.
Comments: 23 pages, 4 figures
Cite
@article{arxiv.2605.30181,
title = {Generalized matrix nearness problems II},
author = {Rongbiao Thomas Wang and Chi-Kwong Li and Lek-Heng Lim},
journal= {arXiv preprint arXiv:2605.30181},
year = {2026}
}