Generalized Inverse Eigenvalue Problem for Hermitian Generalized Hamiltonian Matrices

Wei Ping · Gongcheng shuxue xuebao · 2010

By means of properties of Hermitian generalized Hamiltonian matrices and the matrix decomposition theory,we derive expressions of the generalized inverse eigenvalue problem for Hermitian generalized Hamiltonian matrices.By using the Hilbert space approximation theory,for any given square complex matrices,we prove that there is only one optimal approximation solution,and furthermore derive expressions of the optimal approximation solution.

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