Weighted projections into closed subspaces

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

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