Least-squares solution of inverse problem for Hermitian anti-reflexive matrices and its appoximation (Q2508561)

The authors consider the following two problems: (i) Find a matrix \(A \in HAJ^{n \times n}\) such that \(\| AX - B\| \) is minimized, where \(X\) and \(B\) are given \(n \times m\) complex matrices and \(HAJ^{n \times n}\) is the set of all \(n \times n\) Hermitian anti-reflexive matrices with respect to the \(n \times n\) generalized reflection matrix \(J\). (ii) Let \(S_H\) be the solution set of problem (i). Find for a given complex \(n \times n\) matrix \(A^\ast\) a matrix \({\hat A} \in S_H\) such that \(\| {\hat A} - A^\ast \| = \inf_{A \in S_H} \| A - A^\ast \| \), where \(\| . \| \) is the Frobenius norm. The structure of an \(n \times n\) generalized reflection matrix and of the set \(HAJ^{n \times n}\) is discussed. The existence of the solution of both problems is shown and representation formulas of the solution are given.