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

DOI10.1016/J.LAA.2016.12.028zbMATH Open1369.47016arXiv1610.00645OpenAlexW2962889056MaRDI 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)

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.

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

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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)

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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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