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The solution of orthogonal Procrustes problems for a family of orthogonally invariant norms

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Abstract

The orthogonal Procrustes problem involves finding an orthogonal matrix which transforms one given matrix into another in the least-squares sense, and thus it requires the minimization of the Frobenius matrix norm. We consider, the solution of this problem for a family of orthogonally invariant norms which includes the Frobenius norm as a special case.

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Watson, G.A. The solution of orthogonal Procrustes problems for a family of orthogonally invariant norms. Adv Comput Math 2, 393–405 (1994). https://doi.org/10.1007/BF02521606

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