Least-squares solutions of inverse problem for Hermitian generalized Hamiltonian matrices. (Q1764509)

Fix an even integer \(n\). For a real \(n\times n\) orthogonal anti-symmetric matrix \(J\), the set \(HH\mathbb{C}^{n\times n}\) of Hermitian generalized Hamiltonian matrices (HGHM) is introduced, \[ HH\mathbb{C}^{n\times n}= \{A\in \mathbb{C}^{n\times n}\mid A= A^*,\, JAJ= A^*\}. \] In the particular case \(J= \left(\begin{smallmatrix} O & I_{n/2}\\ -I_{n/2} & O\end{smallmatrix}\right)\), the set \(HH\mathbb{C}^{n\times n}\) reduces to the Hermitian Hamiltonian matrices. In the paper, a general expression of the least-squares solution of the inverse problem for HHGM is presented based on the singular value decomposition. For any \(n\times n\) complex matrix, its unique optimal approximation in the least-squares solution set is constructed. No applications of the results are indicated.