grandes-ecoles 2016 QII.A.3

grandes-ecoles · France · centrale-maths1__psi Matrices Matrix Norm, Convergence, and Inequality
We denote by $\|M\|$ the Euclidean norm associated with the inner product $(M \mid N) = \operatorname{tr}({}^t M N)$. Justify the uniqueness of the matrix $M \in \mathcal{Y}_n$ minimizing $\|A - M\|$ over $\mathcal{Y}_n$ and explicitly express its coefficients in terms of those of $A$.
We denote by $\|M\|$ the Euclidean norm associated with the inner product $(M \mid N) = \operatorname{tr}({}^t M N)$. Justify the uniqueness of the matrix $M \in \mathcal{Y}_n$ minimizing $\|A - M\|$ over $\mathcal{Y}_n$ and explicitly express its coefficients in terms of those of $A$.