On bounds for scaled projections and pseudoinverses (Q913886): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: reviewed by (P1447): Item:Q1087579 |
||
Property / reviewed by | |||
Property / reviewed by: Gabriele Drauschke / rank | |||
Revision as of 05:38, 22 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On bounds for scaled projections and pseudoinverses |
scientific article |
Statements
On bounds for scaled projections and pseudoinverses (English)
0 references
1990
0 references
The paper builds up on results of \textit{G. W. Stewart} [Linear Algebra Appl. 112, 189-193 (1989; Zbl 0658.15003)], how to determine for a matrix X of full column rank and for positive definite diagonal matrices D a value p such that \(\sup_{D}\| X^+_ D\| \leq p^{-1}\| X^+\|\) for the weighted pseudoinverse \(X^+_ D:=(X^ TDX)^{- 1}X^ TD.\) Let the columns of U be an orthogonal basis of R(X) and let \(U_ I\) denote any submatrix formed from a nonempty set of rows of U. Then the author shows that \(p\geq m:=\min_{U_ I}\{smallest\) nonzero singular value of \(U_ I\}\). Together with Stewart's result \(p\leq m\) this proves \(p=m\).
0 references
scaled projections
0 references
norms of matrices
0 references
pseudoinverse
0 references