Based on the alternating projection algorithm, which was proposed by Von Neumann to treat the problem of finding the projection of a given point onto the intersection of two closed subspaces , we propose a new iterative algorithm to solve the matrix nearness\r\nproblem associated with the matrix equations AXB = E, CXD = F, which arises frequently in experimental design. If we choose the initial iterative matrix X0 = 0, the least Frobenius norm solution of these matrix equations is obtained. Numerical examples show that the new algorithm is feasible and effective.
Loading....