The Orthogonal Procrustes Problem
Given two matrices $A, B$, finding an orthogonal matrix $\Omega\in O(n)$ which most closely maps $A$ to $B$: $$ \min_{\Omega\in O(n)}\Vert \Omega A - B\Vert_F $$ Note: $O(n)$ means the set of n*n orthogonal matrices. 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. (Wikipedia) TL;DR: the optimal solution $\Omega^\star = UV^T$, where $U, V$ are given by taking SVD of $BA^T = U \Sigma V^T$. ...
