Question: Given a matrix A E Rx, find the best approximation of A in the Frobenius norm by a symmetric matrix, A. The Frobenius norm of

Given a matrix A E Rx", find the best approximation of A in the Frobenius norm by a symmetric matrix, A. The Frobenius norm of a matrix X E RPXM is the square root of the sum of the squares of its ele- ments: IXIF = VENET-1 X3

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