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A Procrustes problem on the Stiefel manifold

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Summary.

An orthogonal Procrustes problem on the Stiefel manifold is studied, where a matrix Q with orthonormal columns is to be found that minimizes \(\| AQ-B\|_{\rm F}\) for an \(l \times m\) matrix A and an \(l \times n\) matrix B with \(l \geq m\) and \(m > n\). Based on the normal and secular equations and the properties of the Stiefel manifold, necessary conditions for a global minimum, as well as necessary and sufficient conditions for a local minimum, are derived.

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Received April 7, 1997 / Revised version received April 16, 1998

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Eldén, L., Park, H. A Procrustes problem on the Stiefel manifold. Numer. Math. 82, 599–619 (1999). https://doi.org/10.1007/s002110050432

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  • DOI: https://doi.org/10.1007/s002110050432

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