I have a matrices A K &#x00D7;<!-- × --> M </mrow> </ms

Hailie Blevins

Hailie Blevins

Answered question

2022-06-14

I have a matrices A K × M and B K × N I am looking for an orthogonal matrix T M × N such that minimize:
a r g m i n T | | A T B | |
(on other words: the best orthogonal transformation from A to B).
how can I find this T?

Answer & Explanation

Elianna Douglas

Elianna Douglas

Beginner2022-06-15Added 23 answers

One idea: if we begin along the lines of the proof from the Wiki page, we might note that
A T B 2 = tr ( ( A T B ) ( A T B ) ) = A T F 2 + B F 2 2 tr ( T A B )
This doesn't lead to an obvious way forward. Perhaps it would help to express T in the form T=UJ, where
J = ( I 0 )
and U is a square orthogonal matrix.

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