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Weighted operator least squares problems and the J‐trace in Krein spaces

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Abstract Given B,C and W operators in the algebra L(H) of bounded linear operators on the Krein space H, the minimization problem min(BX−C)#W(BX−C), for X∈L(H), is studied when the weight W is selfadjoint. The analogous maximization and min‐max problems are also considered. Complete answers to these problems and to those naturally associated to trace clase operators on Krein spaces are given.

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