Weighted least squares solutions of the equation AXB-C=0

DOI10.1016/J.LAA.2016.12.028zbMATH Open1369.47016OpenAlexW2962889056MaRDI QIDQ503791FDOQ503791

Authors Maximiliano Contino, J. I. Giribet, A. Maestripieri 

Publication date 23 January 2017

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.00645

zbMATH Keywords

operator approximationoblique projectionsSchatten \(p\)-classes

Mathematics Subject Classification ID

Linear operator approximation theory (47A58) Equations involving linear operators, with operator unknowns (47A62) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10)

Abstract: Let $mathcalH$ be a Hilbert space, $L(mathcalH)$ the algebra of bounded linear operators on $mathcalH$ and $WinL(mathcalH)$ a positive operator such that $W^{1/2}$ is in the p-Schatten class, for some $1leqp<infty.$ Given $A,BinL(mathcalH)$ with closed range and $CinL(mathcalH),$ we study the following weighted approximation problem: analize the existence of �egin{equation}label{eqa1} underset{X in L(mathcal{H})}{min}Vert AXB-C Vert_{p,W}, (1) end{equation} where $VertXVer{t}_{p,W}=Vert{W}^{1/2}XVer{t}_p.$ We also study the related operator approximation problem: analize the existence of �egin{equation} label{eqa2} underset{X in L(mathcal{H})}{min} (AXB-C)^{*}W(AXB-C), (2) end{equation} where the order is the one induced in $L(mathcalH)$ by the cone of positive operators. In this paper we prove that the existence of the minimum of (2) is equivalent to the existence of a solution of the normal equation $A^{\ast }W(AXB-C)=0.$ We also give sufficient conditions for the existence of the minimum of (1) and we characterize the operators where the minimum is attained.

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Cited In (6)

• Shorted operators and minus order
• Weighted and unweighted least-squares solutions of linear matrix equations
• Operator least squares problems and Moore-Penrose inverses in Krein spaces
• Operator algebra generated by an element from the module \(\mathcal {B}(V_1,V_2)\)
• The least extremal solution of the operator equation \(AXB=C\)
• Sampling and reconstruction by means of weighted inverses

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