Weighted procrustes problems

Abstract: Let

m a t h c a l H

be a Hilbert space,

L (m a t h c a l H)

the algebra of bounded linear operators on

m a t h c a l H

and

W i n L (m a t h c a l H)

a positive operator such that

W^{1 / 2}

is in the p-Schatten class, for some

1 l e q p < i n f t y .

Given

A i n L (m a t h c a l H)

with closed range and

B i n L (m a t h c a l H),

we study the following weighted approximation problem: analize the existence of

underset{X in L(mathcal{H})}{min}Vert AX-B Vert_{p,W},

where

V e r t X V e r t_{p, W} = V e r t W^{1 / 2} X V e r t_{p} .

In this paper we prove that the existence of this minimum is equivalent to a compatibility condition between

R (B)

and

R (A)

involving the weight

W,

and we characterize the operators which minimize this problem as

W

-inverses of

A

in

R (B) .

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