Weighted Procrustes problems
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文摘
Let H be a Hilbert space, L(H) the algebra of bounded linear operators on H and W∈L(H) a positive operator such that W1/2 is in the p-Schatten class, for some 1≤p<∞. Given A∈L(H) with closed range and B∈L(H), we study the following weighted approximation problem: analyze the existence of
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where ‖X‖p,W=‖W1/2X‖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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