研究了广义自反矩阵与广义反自反矩阵的广义逆特征值问题及相关最佳逼近问题,得到了广义逆特征值问题解的一般表达式.对任意给定的n阶矩阵对(A^*,B^*),得到了最佳逼近解的表达式,并对最佳逼近解进行扰动分析.
The inverse generalized eigenvalue problem of generalized reflexive and generalized anti-reflexive matrices and relevant optimal approximation problem are considered. A inverse generalized eigenvalue problem is derived. Furthermore, for any given pair of n x n matrices, an expression of solution to its optimal approximation is presented, and the perturbation analysis is given.