The expansion problem of anti-symmetric matrix under a linear constraint and the optimal approximation (Q2432710)

Denote by \(\mathbb R^{n\times m}\), \(AS\mathbb R^{n\times n}\) and \(\| .\| \) respectively the set of \(n\times m\) real matrices, the set of \(n\times n\) anti-symmetric (i.e. real skew symmetric) matrices and the Frobenius norm. The authors give necessary and sufficient conditions for the solvability and the expression of the general solution of Problem I. Given \(A\in \mathbb R^{n\times m}\), \(B\in \mathbb R^{m\times m}\) and \(X_0\in AS\mathbb R^{q\times q}\), find \(X\in AS\mathbb R^{n\times n}\) such that \(A^TXA=B\) and the \(q\times q\) leading principal submatrix of \(X\) equals \(X_0\). The authors solve and provide a numerical example illustrating the solution of Problem II: Given \(X^*\in \mathbb R^{n\times n}\), find \(\hat{X}\) from the solution set \(S_E\) of Problem I such that \(\| X^*-\hat{X}\| =\min _{X\in S_E}\| X^*-X\| \).