A note on invariance of the eigenvalues, singular values, and norms of matrix products involving generalized inverses (Q1184479): Difference between revisions
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Revision as of 14:30, 20 February 2024
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| English | A note on invariance of the eigenvalues, singular values, and norms of matrix products involving generalized inverses |
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A note on invariance of the eigenvalues, singular values, and norms of matrix products involving generalized inverses (English)
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28 June 1992
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It is shown that the set of singular values of the matrix product \(AB^ -C\), as well as any norm of this product, is invariant with respect to the choice of generalized inverse \(B^ -\) of \(B\), if and only if \(AB^ -C\) is invariant with respect to the choice of generalized inverse. In contrast, invariance of the eigenvalues of \(AB^ -C\) with respect to the choice of generalized inverse does not require invariance of \(AB^ -C\).
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invariance of eigenvalues
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singular values
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matrix product
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generalized inverse
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