Let R ∈ Cm×m and S ∈ Cn×n be nontrivial unitary involutions, i.e., R = R = R−1 = ±Im and S = S = S−1 = ±In. A ∈ Cm×n is said to be a generalized reflexive (anti-reflexive) matrix if RAS = A (RAS = −A). Let ρ be the set of m × n generalized reflexive (anti-reflexive) matrices. Given X ∈ Cn×p, Z ∈ Cm×p, Y ∈ Cm×q and W ∈ Cn×q, we characterize the matrices A in ρ that minimize ‖AX−Z‖2+‖Y HA−WH‖2, a...