Indefinite least-squares problems and pseudo-regularity (Q2352866)

The following indefinite least-squares problem is studied \[ [y-Cu, y-Cu] = \min\limits_{x \in \mathcal H} [y-Cx, y-Cx], \] where \(y\) is given and \(u\) is unknown. Here, the bounded operator \(C\) maps between two Krein spaces and has a closed range. This problem has been studied under the assumption that the range of \(C\) is a uniformly \(J\)-positive subspace in a Krein space. Here, this assumption is weakened and instead it is assumed that the range of \(C\) is \(J\)-nonnegative and pseudo regular. Then the solutions can be completely characterized in terms of \(J\)-normal projections. \(J\)-normal projections are a rather new object in the theory of Krein spaces, for an overview we refer to [the last two authors, Integral Equations Oper. Theory 76, No. 3, 357--380 (2013; Zbl 1292.46016)]. In particular, the set of solutions of the indefinite least-squares problem is given by \[ (C^+C)^{\dagger}C^+y + N(C^+C), \] where \(C^+\) is the Krein space adjoint of \(C\) and \((C^+C)^{\dagger}\) is the Moore-Penrose inverse of \(C^+C\). Moreover, a full description (under some additional assumptions) for the related minimal indefinite least-squares problem is given via \(J\)-normal projections.