Generalized Inverse Eigenvalue Problem for (P,Q)-Conjugate Matrices and the Associated Approximation Problem

In this paper, the generalized inverse eigenvalue problem for the(P,Q)-conjugate matrices and the associated approximation problem are discussed by using generalized singular value decomposition(GSVD). Moreover, the least residual problem of the above generalized inverse eigenvalue problem is studied by using the canonical correlation decomposition(CCD). The solutions to these problems are derived. Some numerical examples are given to illustrate the main results.