Orthogonal Procrustes Problem

The orthogonal Procrustes problem is a matrix approximation problem in linear algebra. In its classical form, one is given two matrices and and asked to find an orthogonal matrix which most closely maps to . Specifically,

$R = \arg\min_\Omega \|A\Omega-B\|_F \quad\mathrm{subject\ to}\quad \Omega^T \Omega=I,$

where denotes the Frobenius norm.

The name Procrustes refers to a bandit from Greek mythology who made his victims fit his bed by either stretching their limbs or cutting them off.

Read more about Orthogonal Procrustes Problem: Solution, Generalized/constrained Procrustes Problems, See Also

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