Weighted projections into closed subspaces

Abstract

In this paper we study A-projections, i.e. operators of a Hilbert space which act as projections when a seminorm is considered in . A-projections were introduced by Mitra and Rao [MitRao74] for finite dimensional spaces. We relate this concept to the theory of compatibility between positive operators and closed subspaces of . We also study the relationship between weighted least squares problems and compatibility.

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