数学杂志  2016, Vol. 36 Issue (2): 285-292   PDF    
扩展功能
加入收藏夹
复制引文信息
加入引用管理器
Email Alert
RSS
本文作者相关文章
FENG Tian-xiang
BISYMMETRIC MINIMAL RANK SOLUTIONS AND ITS OPTIMAL APPROXIMATION TO A CLASS OF MATRIX EQUATION
FENG Tian-xiang     
Department of Basic, Dongguan Polytechnic, Dongguan 523808, China
Abstract: In this paper,the Bisymmetric maximal and minimal rank solutions to the matrix equation AX=B and their optimal approximation are considered. By applying the matrix rank method, the necessary and sufficient conditions for the existence of the maximal and minimal rank solutions with Bisymmetric to the equation. The expressions of such solutions to this equation are also given when the solvability conditions are satisfied. In addition, in corresponding the minimal rank solution set to the equation, the explicit expression of the nearest matrix to a given matrix in the Frobenius norm has been provided.
Key words: matrix equation     bisymmetric matrix     >maximal rank     minimal rank     optimal approximate solution    
一类矩阵方程的双对称定秩解及其最佳逼近
冯天祥     
东莞职业技术学院基础课部, 广东 东莞 523808
摘要:本文研究了矩阵方程AX=B的双对称最大秩和最小秩解问题.利用矩阵秩的方法,获得了矩阵方程AX=B有最大秩和最小秩解的充分必要条件以及解的表达式,同时对于最小秩解的解集合,得到了最佳逼近解.
关键词矩阵方程    双对称矩阵    最大秩    最小秩    最佳逼近解    
1 Introduction

Throughout this paper, let $R^{n\times m}$ be the set of all n £ m real matrices, $SR^{n\times m}$ be the set of all ${n\times m}$ real symmetric matrices, $OR^{n\times n}$ be the set of all ${n\times n}$ orthogonal matrices.Denote by In the identity matrix with order n. For matrix $A,{\rm{ }}{A^T},{\rm{ }}{A^ + },{\rm{ }}\left\| A \right\|$ and r(A)represent its transpose, Moore-Penrose inverse, Frobenius norm and rank, respectively. For a matrix A, the two matrices LA and RA stand for the two orthogonal projectors ${L_A}{\rm{ }} = {\rm{ }}I - {A^ + }A,{R_A}{\rm{ }} = {\rm{ }}I{\rm{ }} - {\rm{ }}A{A^ + }$ induced by A.

Definition 1 A real symmetric matrix $A=(a_{ij})\in R^{n\times n}$ is said to be a Bisymmetric matrix if $a_{ij}=a_{n+1-j,n+1-i}, i,j=1,2,\cdots,n$. The set of all $n\times n$ Bisymmetric matrices is denoted by $BSR^{n\times n}$.

In this paper, we consider the Bisymmetric extremal rank solutions of the matrix equation

${\rm{ }}AX = B$ (1.1)

where X and B are given matrices in $R^{n\times m}$. In 1972, Mitra [1] considered solutions with fixed ranks for the matrix equations $AX=B$ and $AXB=C$. In 1984, Mitra [2] gave common solutions of minimal rank of the pair of complex matrix equations $AX=C, XB=D$. In 1987, Uhlig [3] presented the extremal ranks of solutions to the matrix equation $AX=B$. In 1990, Mitra studied the minimal ranks of common solutions to the pair of matrix equations $A_{1}X_{1}B_{1}=C_{1}$ and $A_{2}X_{2}B_{2}=C_{2}$ over a general field in [4]. In 2003, Tian (see [5, 6]) investigated the extremal rank solutions to the complex matrix equation $AXB=C$ and gave some applications. Xiao et al. [7, 8] considered the symmetric and anti-symmetric minimal rank solution to equation $AX=B$. The Bisymmetric maximal and minimal rank solutions of the matrix equation (1.1), however, has not been considered yet. In this paper, we will discuss this problem.

We also consider the matrix nearness problem

$\min\limits_{A\in S_{m}}\left\|A-\tilde{A}\right\|,$ (1.2)

where $\tilde{A}$ is a given matrix in $R^{n\times m}$ and $S_{m}$ is the minimal rank solution set of eq. (1.1).

2 Some Lemmas

Denote by $e_{i}$ be the $i$th column of $I_{n}$ and set $S_{n}=(e_{n},e_{n-1},\cdots,e_{1})$. It is easy to see that

$S_{n}^{T}=S_{n},\ \ S_{n}^{T}S_{n}=I.$

Let $k=[\frac{n}{2}]$, where $[\frac{n}{2}]$ is the maximum integer which is not greater than $\frac{n}{2}$. Define $D_{n}$ as

${D_n} = \frac{1}{{\sqrt 2 }}\left[ {\begin{array}{*{20}{c}} {{I_k}}&{{I_k}} \\ {{S_k}}&{ - {S_k}} \end{array}} \right](n = 2k),{D_n} = \frac{1}{{\sqrt 2 }}\left[ {\begin{array}{*{20}{c}} {{{\rm I}_k}}&0&{{I_k}} \\ 0&{\sqrt 2 }&0 \\ {{S_k}}&0&{ - {S_k}} \end{array}} \right](n = 2k + 1),$ (2.1)

then it is easy verified that the above matrices $D_{n}$ are orthogonal matrices.

Lemma 1 [9]Let $A\in R^{n\times n}$ and $D_{n}$ with the forms of $(2.1)$, then $A$ is the Bisymmetric matrix if and only if there exist $A_{2}\in SR^{(n-k)\times (n-k)}$ and $A_{3}\in SR^{k\times k}$, whether n is odd or even, such that

$A=D_{n}\left[\begin{array}{cc}A_{2}&0\\0&A_{3}\end{array}\right]D^{T}_{n}.$ (2.2)

Here, we always assume $k=[\frac{n}{2}]$.

Given matrix $X_{1}, B_{1}\in R^{n\times m}$, the singular value decomposition of $X_{1}$ be

$X_{1}=U_{1}\left[\begin{array}{cc}\Sigma_{1} & 0\\0 & 0\end{array}\right]V_{1}^{T}=U_{11}\Sigma_{1} V_{11}^{T},$ (2.3)

where $U_{1}=[U_{11},U_{12}]\in OR^{n\times n}$, $U_{11}\in R^{n\times r_{1}}$, $V_{1}=[V_{11},V_{12}]\in OR^{m\times m}$, $V_{11}\in R^{m\times r_{1}}$, $r_{1}=r(X_{1})$, $\Sigma_{1}={\rm diag}(\sigma_{1},\cdots,\sigma_{r_{1}})$, $\sigma_{1}\geq\cdots\geq\sigma_{r_{1}}>0$.

Let $A_{11}=U_{11}^{T}B_{1}V_{11}\Sigma_{1}^{-1}$, $A_{12}=U_{12}^{T}B_{1}V_{11}\Sigma_{1}^{-1}$, $G_{1}=A_{12}L_{A_{11}}$, the singular value decomposition of $G_{1}$ be

$G_{1}=P_{1}\left[\begin{array}{cc}\Gamma_{1} & 0\\0 & 0\end{array}\right]Q_{1}^{T}=P_{11}\Gamma_{1} Q_{11}^{T},$ (2.4)

where $P_{1}=[P_{11},P_{12}]\in OR^{(n-r_{1})\times (n-r_{1})}$, $P_{11}\in R^{(n-r_{1})\times s_{1}}$, $Q_{1}=[Q_{11},Q_{12}]\in OR^{r_{1}\times r_{1}}$, $Q_{11}\in R^{r_{1}\times s_{1}}$, $s_{1}=r(G_{1})$, $\Gamma_{1}={\rm diag}(\gamma_{1},\cdots,\gamma_{s_{1}})$, $\gamma_{1}\geq\cdots\geq\gamma_{s_{1}}>0$.

Lemma 2 [7]Given matrices $X_{1},B_{1}\in R^{n\times m}$. Let the singular value decompositions of $X_{1}$ and $G_{1}$ be $(2.3)$, $(2.4)$, respectively. Then the matrix equation $A_{1}X_{1}=B_{1}$ has a symmetric solution $A_{1}$ if and only if

$X_{1}^{T}B_{1}=B_{1}^{T}X_{1}, B_{1}X_{1}^{+}X_{1}=B_{1}.$ (2.5)

In this case, let $\Omega_{1}$ be the set of all symmetric solutions of equation $A_{1}X_{1}=B_{1}$, then the extreme ranks of $A_{1}$ are as follows:

$(1)$ The maximal rank of $A_{1}$ is

$\max\limits_{A_{1}\in \Omega_{1}}r(A_{1})=n+r(B_{1})-r(X_{1}).$ (2.6)

The general expression of $A_{1}$ satisfying $(2.6)$ is

$A_{1}=A_{0}+U_{12}N_{1}U^{T}_{12},$ (2.7)

where $A_{0}=B_{1}X^{+}_{1}+(B_{1}X^{+}_{1})^{+}R_{X_{1}}+R_{X_{1}}B_{1}X^{+}_{1}(X_{1}X^{+}_{1}B_{1}X^{+}_{1})^{+}(B_{1}X^{+}_{1})^{T}R_{X_{1}}$ and $N_{1}\in SR^{(n-r_{1})\times (n-r_{1})}$ is chosen such that $r(R_{G_{1}}N_{1}R_{G_{1}})=n+r(X^{T}_{1}B_{1})-r(B_{1})-r(X_{1})$.

$(2)$ The minimal rank of $A_{1}$ is

$\min\limits_{A_{1}\in \Omega_{1}}r(A_{1})=2r(B_{1})-r(X^{T}_{1}B_{1}).$ (2.8)

The general expression of $A_{1}$ satisfying $(2.8)$ is

$A_{1}=A_{0}+U_{12}P_{11}P^{T}_{11}M_{1}P_{11}P^{T}_{11}U^{T}_{12},$ (2.9)

where $A_{0}=B_{1}X^{+}_{1}+(B_{1}X^{+}_{1})^{+}R_{X_{1}}+R_{X_{1}}B_{1}X^{+}_{1}(X_{1}X^{+}_{1}B_{1}X^{+}_{1})^{+}(B_{1}X^{+}_{1})^{T}R_{X_{1}}$ and $M_{1}\in SR^{(n-r_{1})\times (n-r_{1})}$ is arbitrary.

3 Bisymmetric Extremal Rank Solutions to AX=B

Assume Dn with the form of (2.1). Let

$D_n^TX = \left[ {_{{X_3}}^{{X_2}}} \right],D_n^TB = \left[ {_{{B_3}}^{{B_2}}} \right],$ (3.1)

where ${X_2} \in {R^{(n - k) \times m}},{X_3} \in {R^{k \times m}},{B_2} \in {R^{(n - k) \times m}},{B_3} \in {R^{k \times m}}$, and the singular value decomposition of matrices X2, X3 are, respectively,

${X_2} = {U_2}\left[ {\begin{array}{*{20}{c}} {{{\sum {} }_2}}&0\\ 0&0 \end{array}} \right]V_2^T = {U_{21}}\sum {_2} V_{21}^T,$ (3.2)

where ${U_2} = \left[ {{U_{21}},{U_{22}}} \right] \in O{R^{(n - k) \times (n - k)}},{U_{21}} \in {R^{(n - k) \times r2}},{V_2} = \left[ {{V_{21}},{V_{22}}} \right] \in O{R^{m \times m}},{V_{21}} \in O{R^{m \times r2}},r2 = r({X_2}),$${\sum {} _3} = {\rm{diag}}({\alpha _1}, \cdots ,{\alpha _{r2}}),{\alpha _1} \ge \cdots \ge {\alpha _{r2}} > 0,$.

${X_3} = {U_3}\left[ {\begin{array}{*{20}{c}} {{{\sum {} }_3}}&0\\ 0&0 \end{array}} \right]V_3^T = {U_{31}}{\sum {} _3}V_{31}^T,$ (3.3)

where ${U_3} = \left[ {{U_{31}},{U_{32}}} \right] \in O{R^{k \times k}},{U_{31}} \in {R^{(k \times r3}},{V_3} = \left[ {{V_{31}},{V_{32}}} \right] \in O{R^{m \times m}},$${V_{31}} \in O{R^{m \times r3}},r3 = r({X_3}),{\sum {} _3} = diang({\alpha _1}, \cdots ,{\alpha _{r2}}),{\alpha _1} \ge \cdots \ge {\alpha _{r2}} > 0,$.

Let $A_{21}=U_{21}^{T}B_{2}V_{21}\Sigma_{2}^{-1}$, $A_{22}=U_{22}^{T}B_{2}V_{21}\Sigma_{2}^{-1}$, $G_{2}=A_{22}L_{A_{21}}$, $A_{31}=U_{31}^{T}B_{3}V_{31}\Sigma_{3}^{-1}$, $A_{32}=U_{32}^{T}B_{3}V_{31}\Sigma_{3}^{-1}$, $G_{3}=A_{32}L_{A_{31}}$, the singular value decomposition of matrices $G_{2}$, $G_{3}$ are, respectively,

$G_{2}=P_{2}\left[\begin{array}{cc}\Gamma_{2} & 0\\0 & 0\end{array}\right]Q_{2}^{T}=P_{21}\Gamma_{2} Q_{21}^{T},$ (3.4)

where $P_{2}=[P_{21},P_{22}]\in OR^{(n-k-r_{2})\times (n-k-r_{2})}$, $P_{21}\in R^{(n-k-r_{2})\times s_{2}}$, $Q_{2}=[Q_{21},Q_{22}]\in OR^{r_{2}\times r_{2}}$, $Q_{21}\in R^{r_{2}\times s_{2}}$, $s_{2}=r(G_{2})$, $\Gamma_{2}={\rm diag}(\zeta_{1},\cdots,\zeta_{s_{2}})$, $\zeta_{1}\geq\cdots\geq\zeta_{s_{2}}>0$.

$G_{3}=P_{3}\left[\begin{array}{cc}\Gamma_{3} & 0\\0 & 0\end{array}\right]Q_{3}^{T}=P_{31}\Gamma_{3} Q_{31}^{T},$ (3.5)

where $P_{3}=[P_{31},P_{32}]\in OR^{(k-r_{3})\times (k-r_{3})}$, $P_{31}\in R^{(k-r_{3})\times s_{3}}$, $Q_{3}=[Q_{31},Q_{32}]\in OR^{r_{3}\times r_{3}}$, $Q_{31}\in R^{r_{3}\times s_{3}}$, $s_{3}=r(G_{3})$, $\Gamma_{3}={\rm diag}(\xi_{1},\cdots,\xi_{s_{3}})$, $\xi_{1}\geq\cdots\geq\xi_{s_{3}}>0$.

Now we can establish the existence theorems as follows.

Theorem 1 Let $X,B\in R^{n\times m}$ be known. Suppose $D_{n}$ with the form of $(2.1)$, $D^{T}_{n}X$, $D^{T}_{n}B$ have the partition forms of $(3.1)$, and the singular value decompositions of the matrices $X_{2}$, $X_{3}$ and $G_{2}$, $G_{3}$ are given by $(3.2)$, $(3.3)$ and $(3.4)$, $(3.5)$, respectively. Then the equation $(1.1)$ has a Bisymmetric solution $A$ if and only if

$X_{2}^{T}B_{2}=B_{2}^{T}X_{2},\ \ B_{2}X_{2}^{+}X_{2}=B_{2},\ \ X_{3}^{T}B_{3}=B_{3}^{T}X_{3},\ \ B_{3}X_{3}^{+}X_{3}=B_{3}.$ (3.6)

In this case, let $\Omega$ be the set of all Bisymmetric solutions of equation $(1.1)$, then the extreme ranks of $A$ are as follows:

$(1)$ The maximal rank of $A$ is

$\max\limits_{A \in \Omega}r(A)=n+r(B_{2})+r(B_{3})-r(X_{2})-r(X_{3}).$ (3.7)

The general expression of $A$ satisfying $(3.7)$ is

$A=D_{n}\left[\begin{array}{cc}A_{2}+U_{22}N_{2}U^{T}_{22} & 0\\0 & A_{3}+U_{32}N_{3}U^{T}_{32}\end{array}\right]D^{T}_{n}$ (3.8)

where $A_{i}=B_{i}X^{+}_{i}+(B_{i}X^{+}_{i})^{+}R_{X_{i}}+R_{X_{i}}B_{i}X^{+}_{i}(X_{i}X^{+}_{i}B_{i}X^{+}_{i})^{+}(B_{i}X^{+}_{i})^{T}R_{X_{i}}, \ \ i=2,3$, and $N_{2}\in SR^{(n-k-r_{2})\times (n-k-r_{2})}$, $N_{3}\in SR^{(k-r_{3})\times (k-r_{3})}$ are chosen such that

$r(R_{G_{2}}N_{2}R_{G_{2}})=n-k+r(X^{T}_{2}B_{2})-r(B_{2})-r(X_{2}),\\ r(R_{G_{3}}N_{3}R_{G_{3}})=k+r(X^{T}_{3}B_{3})-r(B_{3})-r(X_{3}).$

$(2)$ The minimal rank of $A$ is

$\min\limits_{A\in \Omega}r(A)=2r(B_{2})+2r(B_{3})-r(X^{T}_{2}B_{2})-r(X^{T}_{3}B_{3}).$ (3.9)

The general expression of $A$ satisfying $(3.9)$ is

$A=D_{n}\left[\begin{array}{cc}A_{2}+U_{22}P_{21}P^{T}_{21}M_{2}P_{21}P^{T}_{21}U^{T}_{22} & 0\\0 & A_{3}+U_{32}P_{31}P^{T}_{31}M_{3}P_{31}P^{T}_{31}U^{T}_{32}\end{array}\right]D^{T}_{n},$ (3.10)

where $A_{i}=B_{i}X^{+}_{i}+(B_{i}X^{+}_{i})^{+}R_{X_{i}}+R_{X_{i}}B_{i}X^{+}_{i}(X_{i}X^{+}_{i}B_{i}X^{+}_{i})^{+}(B_{i}X^{+}_{i})^{T}R_{X_{i}}, i=2,3$ and $M_{2}\in SR^{(n-k-r_{2})\times (n-k-r_{2})}$, $M_{3}\in SR^{(k-r_{3})\times (k-r_{3})}$ are arbitrary.

Proof Suppose the matrix equation (1.1) has a solution $A$ which is Bisymmetric, then it follows from Lemma 1 that there exist $A_{2} \in SR^{(n-k)\times (n-k)}$, $A_{3} \in SR^{k\times k}$ satisfying

$A=D_{n}\left[\begin{array}{cc}A_{2}&0\\0&A_{3}\end{array}\right]D_{n}^{T} \ \ \ {\rm and} \ \ \ AX=B. $ (3.11)

By (3.1), that is

$\left[\begin{array}{cc}A_{2}&0\\0&A_{3}\end{array}\right]\left[\begin{array}{cc}X_{2}\\X_{3}\end{array}\right] =\left[\begin{array}{cc}B_{2}\\B_{3}\end{array}\right],$ (3.12)

i.e.,

$A_{2}X_{2}=B_{2},\ \ A_{3}X_{3}=B_{3}.$ (3.13)

Therefore by Lemma 2, (3.6) hold, and in this case, let $\Omega$ be the set of all bisymmetric solutions of equation $(1.1)$, we have

(1) By (3.11),

$_{A \in \Omega }^{\max r}(A) = \mathop {\max r}\limits_{{\rm{ }}\begin{array}{*{20}{c}} {{A_2}{X_2} = {B_2}}\\ {A_2^T = {A_2}} \end{array}} ({A_2}) + \mathop {\max r}\limits_{{\rm{ }}\begin{array}{*{20}{c}} {{A_3}{X_3} = {B_3}}\\ {A_3^T = {A_3}} \end{array}} ({A_3}).$ (3.14)

By Lemma 2,

$\mathop {\max r}\limits_{{\rm{ }}\begin{array}{*{20}{c}} {{A_2}{X_2} = {B_2}}\\ {A_2^T = {A_2}} \end{array}} ({A_2}) = n - k + r({B_2}) - r({X_2}),\mathop {\max r}\limits_{\begin{array}{*{20}{c}} {{A_3}{X_3} = {B_3}}\\ {A_3^T = {A_3}} \end{array}} ({A_3}) = k + r({B_3}) - r({X_3}).$ (3.15)

Taking (3.15) into (3.14) yields (3.7). According to the general expression of the solution in Lemma 2, it is easy to verify the rest of part in (1).

(2)The proof is very similar to that of (1) By (3.1) and Lemma 1, so we omit it.

4 The Expression of the Optimal Approximation Solution to the Set of the Minimal Rank Solution

From (3.10), when the solution set $S_{m}=\{A\mid AX=B, A\in BSR^{n\times n}, r(A)=\min\limits_{Y\in \Omega}r(Y)\}$ is nonempty, it is easy to verify that $S_{m}$ is a closed convex set, therefore there exists a unique solution $\hat{A}$ to the matrix nearness problem (1.2).

Theorem 2 Given matrix $\tilde{A}$, and the other given notations and conditions are the same as in Theorem 1. Let

$D_{n}^{T}\tilde{A}D_{n}=\left[\begin{array}{cc}\tilde{A}_{11}&\tilde{A}_{12}\\\tilde{A}_{21}&\tilde{A}_{22}\end{array}\right], \ \ \tilde{A}_{11} \in R^{(n-k)\times (n-k)},\ \ \tilde{A}_{22} \in R^{k\times k},$ (4.1)

and we denote

$U^{T}_{2}(\tilde{A}_{11}-A_{2})U_{2}=\left[ \begin{array}{cc}\tilde{B}_{11} & \tilde{B}_{12}\\\tilde{B}_{21} & \tilde{B}_{22}\\ \end{array}\right], \ \ \tilde{B}_{11} \in R^{r_{2}\times r_{2}},\ \ \tilde{B}_{22} \in R^{(n-k-r_{2})\times (n-k-r_{2})},$ (4.2)
$U^{T}_{3}(\tilde{A_{22}}-A_{3})U_{3}=\left[ \begin{array}{ccc}\tilde{C}_{11} & \tilde{C}_{12}\\\tilde{C}_{21} & \tilde{C}_{22}\\ \end{array}\right], \ \ \tilde{C}_{11} \in R^{r_{3}\times r_{3}},\ \ \tilde{C}_{22} \in R^{(k-r_{3})\times (k-r_{3})}.$ (4.3)

If $S_{m}$ is nonempty, then problem $(1.2)$ has a unique $\hat{A}$ which can be represented as

$\hat{A}=D_{n}\left[\begin{array}{cc}A_{2}+U_{22}P_{21}P^{T}_{21}\tilde{B}_{22}P_{21}P^{T}_{21}U^{T}_{22} & 0\\0 & A_{3}+U_{32}P_{31}P^{T}_{31}\tilde{C}_{22}P_{31}P^{T}_{31}U^{T}_{32}\end{array}\right]D^{T}_{n},$ (4.4)

where $\tilde{B}_{22}$, $\tilde{C}_{22}$ are the same as in (4.2), (4.3).

Proof When $S_{m}$ is nonempty, it is easy to verify from (3.10) that $S_{m}$ is a closed convex set. Problem (1.2) has a unique solution $\hat{A}$ by [10]. By Theorem 1, for any $A\in S_{m}$, $A$ can be expressed as

$A=D_{n}\left[\begin{array}{cc}A_{2}+U_{22}P_{21}P^{T}_{21}M_{2}P_{21}P^{T}_{21}U^{T}_{22} & 0\\0 & A_{3}+U_{32}P_{31}P^{T}_{31}M_{3}P_{31}P^{T}_{31}U^{T}_{32}\end{array}\right]D^{T}_{n},$ (4.5)

where $A_{i}=B_{i}X^{+}_{i}+(B_{i}X^{+}_{i})^{+}R_{X_{i}}+R_{X_{i}}B_{i}X^{+}_{i}(X_{i}X^{+}_{i}B_{i}X^{+}_{i})^{+}(B_{i}X^{+}_{i})^{T}R_{X_{i}}, \ \ i=2,3$, and $M_{2}\in SR^{(n-k-r_{2})\times (n-k-r_{2})}$, $M_{3}\in SR^{(k-r_{3})\times (k-r_{3})}$ are arbitrary.

Using the invariance of the Frobenius norm under orthogonal transformations, and $P_{21}P_{21}^{T}+P_{22}P_{22}^{T}=I$, $P_{31}P_{31}^{T}+P_{32}P_{32}^{T}=I$, where $P_{21}P_{21}^{T}$, $P_{22}P_{22}^{T}$, $P_{31}P_{31}^{T}$, $P_{32}P_{32}^{T}$ are orthogonal projection matrices, and $P_{21}P_{21}^{T}P_{22}P_{22}^{T}=0$, $P_{31}P_{31}^{T}P_{32}P_{32}^{T}=0$, we have

$\begin{aligned} \|\tilde{A}-A\|^2 =& \left\|D_{n}^{T}\tilde{A}D_{n}-\left[\begin{array}{cc}A_{2}+U_{22}P_{21}P^{T}_{21}M_{2}P_{21}P^{T}_{21}U^{T}_{22} & 0\\0 & A_{3}+U_{32}P_{31}P^{T}_{31}M_{3}P_{31}P^{T}_{31}U^{T}_{32}\end{array}\right]\right\|^2\\ =& \left\|\tilde{A}_{11}-A_{2}-U_{22}P_{21}P^{T}_{21}M_{2}P_{21}P^{T}_{21}U^{T}_{22}\right\|^2+ \left\|\tilde{A}_{12}\right\|^2\\ &+ \left\|\tilde{A}_{22}-A_{3}-U_{32}P_{31}P^{T}_{31}M_{3}P_{31}P^{T}_{31}U^{T}_{32}\right\|^2+ \left\|\tilde{A}_{21}\right\|^2\\ =& \left\|U^{T}_{2}(\tilde{A}_{11}-A_{2})U_{2}-\left[\begin{array}{cc}0 & 0\\0 & P_{21}P^{T}_{21}M_{2}P_{21}P^{T}_{21}\end{array}\right]\right\|^2+ \left\|\tilde{A}_{12}\right\|^2\\ &+ \left\|U^{T}_{3}(\tilde{A}_{22}-A_{3})U_{3}-\left[\begin{array}{cc}0 & 0\\0 & P_{31}P^{T}_{31}M_{3}P_{31}P^{T}_{31}\end{array}\right]\right\|^2+ \left\|\tilde{A}_{21}\right\|^2\\ =& \left\|\tilde{A}_{12}\right\|^2+\left\|\tilde{A}_{21}\right\|^2+\left\|\tilde{B}_{11}\right\|^2+\left\|\tilde{B}_{12}\right\|^2+\left\|\tilde{B}_{21}\right\|^2 +\left\|\tilde{C}_{11}\right\|^2+\left\|\tilde{C}_{12}\right\|^2+\left\|\tilde{C}_{21}\right\|^2\\ &+ \left\|\tilde{B}_{22}-P_{21}P^{T}_{21}M_{2}P_{21}P^{T}_{21}\right\|^2+\left\|\tilde{C}_{22}-P_{31}P^{T}_{31}M_{3}P_{31}P^{T}_{31}\right\|^2\\ =& \left\|\tilde{A}_{12}\right\|^2+\left\|\tilde{A}_{21}\right\|^2+\left\|\tilde{B}_{11}\right\|^2+\left\|\tilde{B}_{12}\right\|^2+\left\|\tilde{B}_{21}\right\|^2 +\left\|\tilde{C}_{11}\right\|^2+\left\|\tilde{C}_{12}\right\|^2+\left\|\tilde{C}_{21}\right\|^2\\ &+ \left\|\tilde{B}_{22}P_{22}P^{T}_{22}\right\|^2+\left\|\tilde{B}_{22}P_{21}P^{T}_{21}-P_{21}P^{T}_{21}M_{2}P_{21}P^{T}_{21}\right\|^2\\ &+ \left\|\tilde{C}_{22}P_{31}P^{T}_{31}\right\|^2+\left\|\tilde{C}_{22}P_{31}P^{T}_{31}-P_{31}P^{T}_{31}M_{3}P_{31}P^{T}_{31}\right\|^2\\ =& \left\|\tilde{A}_{12}\right\|^2+\left\|\tilde{A}_{21}\right\|^2+\left\|\tilde{B}_{11}\right\|^2+\left\|\tilde{B}_{12}\right\|^2+\left\|\tilde{B}_{21}\right\|^2 +\left\|\tilde{C}_{11}\right\|^2+\left\|\tilde{C}_{12}\right\|^2+\left\|\tilde{C}_{21}\right\|^2\\ &+ \left\|\tilde{B}_{22}P_{22}P^{T}_{22}\right\|^2+\left\|P_{22}P^{T}_{22}\tilde{B}_{22}P_{21}P^{T}_{21}\right\|^2 +\left\|P_{21}P^{T}_{21}\tilde{B}_{22}P_{21}P^{T}_{21}-P_{21}P^{T}_{21}M_{2}P_{21}P^{T}_{21}\right\|^2\\ &+ \left\|\tilde{C}_{22}P_{32}P^{T}_{32}\right\|^2+\left\|P_{32}P^{T}_{32}\tilde{C}_{22}P_{31}P^{T}_{31}\right\|^2 +\left\|P_{31}P^{T}_{31}\tilde{C}_{22}P_{31}P^{T}_{31}-P_{31}P^{T}_{31}M_{3}P_{31}P^{T}_{31}\right\|^2. \end{aligned}$

Therefore, $\min\limits_{A\in S_{m}}\|\tilde{A}-A\|$ is equivalent to

$\min\limits_{M_{2}\in SR^{(n-k)\times (n-k)}}\left\|P_{21}P^{T}_{21}\tilde{B}_{22}P_{21}P^{T}_{21}-P_{21}P^{T}_{21}M_{2}P_{21}P^{T}_{21}\right\|,$ (4.6)
$\min\limits_{M_{3}\in SR^{k\times k}}\left\|P_{31}P^{T}_{31}\tilde{C}_{22}P_{31}P^{T}_{31}-P_{31}P^{T}_{31}M_{3}P_{31}P^{T}_{31}\right\|.$ (4.7)

Obviously, the solutions of (4.6), (4.7) can be written as

$M_{2}=\tilde{B}_{22}+P_{22}P^{T}_{22}\tilde{M}_{2}P_{22}P^{T}_{22},\ \ \forall \tilde{M_{2}}\in SR^{(n-k-r_{2})\times (n-k-r_{2})},$ (4.8)
$M_{3}=\tilde{C}_{22}+P_{32}P^{T}_{32}\tilde{M}_{3}P_{32}P^{T}_{32},\ \ \forall \tilde{M_{3}}\in SR^{(k-r_{3})\times (k-r_{3})}.$ (4.9)

Substituting (4.8), (4.9) into (4.5), then we get that the unique solution to problem (1.2) can be expressed in (4.4). The proof is completed.

References
[1] Mitra S K. Fixed rank solutions of linear matrix equations[J]. Sankhya Ser. A., 1972, 35: 387–392.
[2] Mitra S K. The matrix equation AX = C, XB = D[J]. Linear Algebra Appl., 1984, 59: 171–181. DOI:10.1016/0024-3795(84)90166-6
[3] Uhlig F. On the matrix equation AX = B with applications to the generators of controllability matrix[J]. Linear Algebra Appl., 1987, 85: 203–209. DOI:10.1016/0024-3795(87)90217-5
[4] Mitra S K. A pair of simultaneous linear matrix equations A1X1B1 = C1, A2X2B2 = C2 and a matrix programming problem[J]. Linear Algebra Appl., 1990, 131: 107–123. DOI:10.1016/0024-3795(90)90377-O
[5] Tian Y G, Wiens D P. On equality and proportionality of ordinary least squares, weighted least squares and best linear unbiased estimators in the general linear model[J]. Linear Algebra Appl.,Statist. Probab. Lett., 2006, 76: 1265–1272.
[6] Tian Y G. The minimal rank of the matrix expression A- BX- Y C[J]. Missouri. J. Math. Sci., 2002, 14: 40–48.
[7] Xiao Q F, Hu X Y, Zhang L. The symmetric minimal rank solution of the matrix equation AX = B and the optimal approximation[J]. Electron. J. Linear Algebra, 2009, 18: 264–271.
[8] Xiao Q F, Hu X Y, Zhang L. The rank-constrained anti-symmetric solution of the matrix equation AX=B and the optimal approximation[J]. J. Math., 2013, 33(5): 803–810.
[9] Xie D X, Zhang L, Hu X Y. The solvability conditions for the inverse problem of bisymmetric nonnegative deflnite matrices[J]. J. Comput. Math., 2000, 18(6): 597–608.
[10] Zhang L. The approximation on the closed convex cone and its numerical application[J]. Hunan Ann. Math., 1986, 6: 43–48.