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Given a C n , b C m , > 0 . Show how to solve the problem min E F E a b 2

Given aCn,bCm,>0. Show how to solve the problemminEFEab2 over all ECmn. HereF denote the Frobenius Norm of matrix. and2 denote the Euclidean norm of vector.

(This problem comes from a math course in numerical linear algebra, and no programming is expected for this problem.)

Thank you for your help in advance!

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