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Perturbation analysis of the orthogonal procrustes problem

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Abstract

Given two arbitrary real matricesA andB of the same size, the orthogonal Procrustes problem is to find an orthogonal matrixM such that the Frobenius norm ‖MA − B‖ is minimized. This paper treats the common case when the orthogonal matrixM is required to have a positive determinant. The stability of the problem is studied and supremum results for the perturbation bounds are derived.

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  1. Department of Computing Science, University of Umeå, S-90187, Umeå, Sweden

    Inge Söderkvist

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  1. Inge Söderkvist
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Söderkvist, I. Perturbation analysis of the orthogonal procrustes problem. BIT 33, 687–694 (1993). https://doi.org/10.1007/BF01990543

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  • DOI: https://doi.org/10.1007/BF01990543

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