Inverse eigenproblem for -symmetric matrices and their approximation

Let be a nontrivial involution, i.e., R=R⁻¹≠±I_n. We say that is R-symmetric if RGR=G. The set of all -symmetric matrices is denoted by . In this paper, we first give the solvability condition for the following inverse eigenproblem (IEP): given a set of vectors in and a set of complex numbers , find a matrix such that and are, respectively, the eigenvalues and eigenvectors of A. We then consider the following approximation problem: Given an n×n matrix , find such that , where is the solution set of IEP and is the Frobenius norm. We provide an explicit formula for the best approximation solution by means of the canonical correlation decomposition.