The Hermitian R-Conjugate Generalized Procrustes Problem
Abstract
We consider the Hermitian R-conjugate generalized Procrustes problem to find Hermitian R-conjugate matrix X such that is minimum, where Ak, Ck, Bl, and Dl (k = 1,2, …, p, l = 1, …, q) are given complex matrices, and p and q are positive integers. The expression of the solution to Hermitian R-conjugate generalized Procrustes problem is derived. And the optimal approximation solution in the solution set for Hermitian R-conjugate generalized Procrustes problem to a given matrix is also obtained. Furthermore, we establish necessary and sufficient conditions for the existence and the formula for Hermitian R-conjugate solution to the linear system of complex matrix equations A1X = C1, A2X = C2, …, ApX = Cp, XB1 = D1, …, XBq = Dq (p and q are positive integers). The representation of the corresponding optimal approximation problem is presented. Finally, an algorithm for solving two problems above is proposed, and the numerical examples show its feasibility.
1. Introduction
Throughout, let 𝒞m×n denote the set of all complex m × n matrices, ℛm×n the set of all real m × n matrices, and the set of all matrices in ℛm×n with rank r. The symbols I, , AT, A*, A†, and ∥A∥, respectively, stand for the identity matrix with the appropriate size, the conjugate, the transpose, the conjugate transpose, the Moore-Penrose inverse, and the Frobenius norm of A ∈ 𝒞m×n. For A = (aij), B = (bij) ∈ 𝒞m×n; A*B = (aijbij) ∈ 𝒞m×n represents the Hadamard product of A and B.
Now we consider the generalized problem of the process of the image restoration.
Problem 1. Given 𝒮⊆𝒞n×n, mk, hl, p, q being positive integers, , , E ∈ 𝒞n×n, and k = 1, …, p, l = 1, …, q. Let
The constraint Procrustes problem associated with several kinds of sets 𝒮, that is, p = 1 and q = 0 in (3) has been extensively studied, such as the orthogonal Procrustes problem with 𝒮 being the set of orthogonal matrices [1], the symmetric Procrustes problem [2], (M, N)-symmetric Procrustes problem [3], Hermitian, Hermitian R-symmetric and Hermitian R-skew-symmetric Procrustes problems [4], the Procrustes problems with 𝒮 constrained to the cone of symmetric positive semidefinite and symmetric elementwise matrices [5], and the generalized Procrustes analysis [6]. The optimal approximation problem (4) is initially proposed in the processes of testing or revising given data. A preliminary estimate E of the unknown matrix X in can be obtained from experimental observation values and the information of statistical distribution.
We characterize the case AkX = Ck, XBl = Dl, k = 1, …, p, l = 1, …, q in Problem 1 and describe it as follows.
Problem 2. Given 𝒮⊆𝒞n×n, m1, …, mp, h1, …, hq, p and q being positive integers, , , , F ∈ 𝒞n×n. Let
For important results to solve Problem 2 with different sets 𝒮, we refer to [7–14].
Motivated by the work mentioned above, in this paper we mainly discuss the above two problems associated with S being the set of Hermitian R-conjugate matrices.
Recall that an n × n complex matrix K is R-conjugate if , where R ∈ ℛn×n is a nontrivial involution, that is, R2 = I, R ≠ ±I, which was defined in [15]. A matrix K ∈ 𝒞n×n is Hermitian R-conjugate if K* = K and , where RT = R−1 = R ≠ ±I. The Hermitian R-conjugate matrix is very useful in scientific computation and digital signal and image processing, its special case, for example, Hermitian Toeplitz matrix, have been studied by several authors, see [14, 16–21]. We denote the set of all n × n Hermitian R-conjugate matrices by HRc𝒞n×n. Let Rc𝒞n×n, Sℛn×n, and ASℛn×n denote the set of all n × n complex R-conjugate matrices, real symmetric matrices, real skew-symmetric matrices, respectively.
This paper is organized as follows. In Section 2, we give some preliminary lemmas. In Section 3, we derive the expression of the unique solution to the Problem 1 with 𝒮 = HRc𝒞n×n. In Section 4, we establish the solvability conditions for existence and an expression of the solution for Problem 2 with 𝒮 = HRc𝒞n×n. In Section 5, we give examples to illustrate the results obtained in this paper.
2. Preliminaries
In order to study Problems 1 and 2 with 𝒮 = HRc𝒞n×n, we first give some preliminary lemmas in this section.
Throughout this paper, we always suppose the nontrivial symmetric involutory matrix R is fixed which is given by (7).
Lemma 3 (see Theorem 2.1 in [14].)A matrix K ∈ Rc𝒞n×n if and only if there exists H1 ∈ ℛn×n such that K = UH1U*, and K ∈ HRc𝒞n×n if and only if there exists H2 ∈ Sℛn×n such that K = UH2U*, where
Lemma 4. For any matrix A ∈ 𝒞n×n, A = A1 ⊕ A2 ⊕ iA3, where
Proof. For B ∈ 𝒞n×n, it is obvious that B = A1 ⊕ A2, where A1 are A2 are defined in (9). Hence, we just need to prove A = B ⊕ iA3.
For any matrix A ∈ 𝒞n×n, it is obvious that A = B + iA3, where B and A3 are defined in (9).
We prove the uniqueness of A = B + iA3. Note that
So A = A1 ⊕ A2 ⊕ iA3 holds, where A1, A2, and A3 are defined in (9).
Lemma 5. Let the symmetric involution R ∈ ℛn×n be given in (7) and let U be defined as (8). Then
- (i)
a matrix A ∈ 𝒞m×n satisfies if and only if AU ∈ Rm×n,
- (ii)
a matrix B ∈ 𝒞n×l satisfies if and only if U*B ∈ Rn×l.
3. The Solution to Problem 1 with 𝒮 = HRc𝒞n×n
We, in this section, give the explicit expression of the solution to Problem 1 with 𝒮 = HRc𝒞n×n. In the following, we refer to the 𝒮 = HRc𝒞n×n in .
We first give the following lemma which can be obtained by contrast with Lemma 2.1 in [22].
Lemma 6. Given ; therefore, the singular value decomposition (SVD) of can be described as
Theorem 7. Given , , and positive integers mk, hl, p, and q, where k = 1, …, p, l = 1, …, q, the notations Ak1, Ak2, Bl1, Bl2, Ck1, Ck2, Dl1, Dl2, S, G are defined as (18), (19), (20), (24), and (25), respectively. Let the SVD of be of the form (27) with (28). Then
Proof. It yields from (26) that
Theorem 8. Given E ∈ 𝒞n×n, the equation (4) is consistent if and only if
Proof. Obviously, is a closed convex set. Hence, there exists the unique element such that (4) holds. By applying Theorem 7 and the unitary invariance of Frobenius norm, for , we get
Corollary 9. if and only if
4. The Solution to Problem 2 with 𝒮 = HRc𝒞n×n
We refer to 𝒮 = HRc𝒞n×n in in the following text. In this section, we establish necessary and sufficient conditions for the existence and the expression of . When is nonempty, we present the expression of the unique solution to (6).
It follows from (21) that the system A1X = C1, A2X = C2, …, ApX = Cp, XB1 = D1, …, XBq = Dq with unknown X ∈ HRc𝒞n×n is consistent if and only if there exists Y ∈ Sℛn×n such that SY = G. We first give the following lemma.
Lemma 11 (see Theorem 1 in [7].)Given . Let the SVD of be (27) with (28). Then the matrix equation SY = G has a symmetric solution if and only if
Theorem 12. Given , , , and positive integers p and q. The notations Ak1, Ak2, Bl1, Bl2, Ck1, Ck2, Dl1, Dl2, S, G are defined as (18), (19), (20), (24), and (25), respectively. Let the SVD of be of the form (27) with (28). Then the solution set is nonempty if and only if (37) holds, in which case,
Proof. If the solution set is nonempty, then there exists a matrix X ∈ HRc𝒞n×n such that A1X = C1, A2X = C2, …, ApX = Cp, XB1 = D1, …, XBq = Dq. We know that A1X = C1, A2X = C2, …, ApX = Cp, XB1 = D1, …, XBq = Dq with X ∈ HRc𝒞n×n is consistent if and only if there exists Y ∈ Sℛn×n such that SY = G. By Lemma 11, SY = G is solvable for Y ∈ Sℛn×n if and only if (37) holds, and the expression of the solution is (38). Insert (38) into (17), then we obtain is of the form (39).
Conversely, assume (37) holds, according to the proof of the necessity, A1X = C1, A2X = C2, …, ApX = Cp, XB1 = D1, …, XBq = Dq is solvable for X ∈ HRc𝒞n×n. For , by Lemma 3, .
Theorem 13. Given F ∈ 𝒞n×n and is nonempty. Let . Then (6) is consistent for if and only if
Proof. By Lemma 4, F = F1 ⊕ F2 ⊕ iF3, where
5. Numerical Examples
We, in this section, propose an algorithm for finding the solution of Problems 1 and 2 with 𝒮 = HRc𝒞n×n and give illustrative numerical examples.
Algorithm 15. (1) Input A1, A2, …, Ap, C1, C2, …, Cp, B1, …, Bq, D1, …, Dq;
(2) compute Ak1, Ak2, Bl1, Bl2, Ck1, Ck2, Dl1, Dl2, S, G by (18), (19), (20), (24), and (25);
(3) make the SVD of S with the form of (27) and compute W1, W2, V1, V2 by (28);
(4) if (37) holds, continue, or go to step 6;
(5) input E ∈ 𝒞n×n, compute the solution to Problem 2 with 𝒮 = HRc𝒞n×n by (40);
(6) input F ∈ 𝒞n×n, compute the solution of Problem 1 with 𝒮 = HRc𝒞n×n by (32).
Example 1. We consider the case of p = 1 and q = 1. Suppose A, C ∈ 𝒞5×6, B, D ∈ 𝒞6×4, and
The following example is about Problem 2 with 𝒮 = HRc𝒞6×6, p = 1 and q = 0. We list results of comparison of the solutions computed by Algorithm 15 and MATLAB procedure X = A∖C.
Example 2. Let Wa ∈ 𝒞8×8, Va ∈ 𝒞6×6 be unitary matrices,
Analysis of Results. As a general observation from Table 1, we find that the performance of Algorithm 15 to solve Problem 2 is very good and that of the MATLAB procedure X = A∖C is quite sensitive to the conditioning of matrix A. For t = 10,1, …, 10−4, both methods behave well. In this case we should choose MATLAB procedure X = A∖C to solve Problem 2 with 𝒮 = HRc𝒞n×n for it is simple. However, as some singular values of A are close to zero, the solutions Xi computed by MATLAB procedure X = A∖C do not satisfy AX = C and gradually lose the property of Hermitian R-conjugate matrix, while Algorithm 15 does it well. Hence, when A has small singular values close to zero, the Algorithm 15 predominates over MATLAB procedure X = A∖C.
t | e1 | e2 | e3 | e4 | te1 | te2 | te3 | te4 |
---|---|---|---|---|---|---|---|---|
−13 | 2 · 10−15 | 1 · 10−15 | 0 | 2 · 10−15 | 3 · 10−15 | 3 · 10−2 | 5 · 10−2 | 4 · 10−2 |
−12 | 2 · 10−15 | 1 · 10−15 | 0 | 1 · 10−15 | 3 · 10−15 | 3 · 10−3 | 5 · 10−3 | 4 · 10−3 |
−11 | 2 · 10−15 | 2 · 10−15 | 0 | 1 · 10−15 | 3 · 10−15 | 3 · 10−4 | 4 · 10−4 | 5 · 10−4 |
−10 | 2 · 10−15 | 1 · 10−15 | 0 | 2 · 10−15 | 3 · 10−15 | 3 · 10−5 | 3 · 10−5 | 4 · 10−5 |
−9 | 3 · 10−15 | 2 · 10−15 | 0 | 2 · 10−15 | 2 · 10−15 | 3 · 10−6 | 5 · 10−6 | 4 · 10−6 |
−8 | 2 · 10−15 | 1 · 10−15 | 0 | 2 · 10−15 | 2 · 10−15 | 3 · 10−7 | 4 · 10−7 | 3 · 10−7 |
−7 | 3 · 10−15 | 2 · 10−15 | 0 | 1 · 10−15 | 2 · 10−15 | 4 · 10−8 | 5 · 10−8 | 5 · 10−8 |
−6 | 2 · 10−15 | 2 · 10−15 | 0 | 2 · 10−15 | 2 · 10−15 | 2 · 10−9 | 4 · 10−9 | 4 · 10−9 |
−5 | 2 · 10−15 | 1 · 10−15 | 0 | 2 · 10−15 | 2 · 10−15 | 2 · 10−10 | 3 · 10−10 | 3 · 10−10 |
−4 | 2 · 10−15 | 1 · 10−15 | 0 | 1 · 10−15 | 2 · 10−15 | 3 · 10−11 | 3 · 10−11 | 4 · 10−11 |
−3 | 2 · 10−15 | 1 · 10−15 | 0 | 2 · 10−15 | 3 · 10−15 | 3 · 10−12 | 5 · 10−12 | 5 · 10−12 |
−2 | 2 · 10−15 | 1 · 10−15 | 0 | 2 · 10−15 | 2 · 10−15 | 2 · 10−13 | 3 · 10−13 | 3 · 10−13 |
−1 | 2 · 10−15 | 1 · 10−15 | 0 | 2 · 10−15 | 3 · 10−15 | 3 · 10−14 | 5 · 10−14 | 5 · 10−14 |
0 | 2 · 10−15 | 2 · 10−15 | 0 | 2 · 10−15 | 4 · 10−15 | 4 · 10−15 | 6 · 10−15 | 6 · 10−15 |
1 | 9 · 10−15 | 2 · 10−15 | 0 | 2 · 10−15 | 1 · 10−14 | 5 · 10−15 | 6 · 10−15 | 8 · 10−15 |
6. Conclusion
In this paper, we converted the Hermitian R-conjugate generalized Procrustes problem to real symmetric Procrustes problem trickly and obtained its solution set. We also investigated the Hermitian R-conjugate solution to the linear system of complex matrix equations A1X = C1, A2X = C2, …, ApX = Cp, XB1 = D1, …, XBq = Dq and established solvable conditions and the formula for the Hermitian R-conjugate solution. Moreover, we showed the optimal approximation solution to a given matrix in the above two corresponding solution set is unique, respectively. As applications, a numerical algorithm has been given and the examples have illustrated the feasibility of the algorithm. Additionally, we can further consider the least square Hermitian R-conjugate solution of the system , k = 1,2, …, n (n is positive integer) and the corresponding optimal approximation problem.
Acknowledgments
The authors are very much indebted to the anonymous referees for their constructive and valuable comments and suggestions which greatly improved the original paper. This research was supported by the Innovation Foundation of Shanghai Municipal Education Commission (13ZZ080), the National Natural Science Foundation of China (11391240185), the Shanghai University Scientific Selection and Cultivation for Outstanding Young Teachers in special fund (sjr10009), and the Natural Science Foundation of Guangxi Province (no. 2012GXNSFBA053006).