Inverting a matrix function around a singularity via local rank factorization

DOI10.1137/140999839MaRDI QIDQ2813337zbMATH OpenOpenAlexFDO

Authors Massimo Franchi, Paolo Paruolo

Publication date 23 June 2016

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/66b186b9e97c1083f9e2442acd02a4e78940ca1e

zbMATH Keywords

analytic perturbationJordan pairsLaurent series expansionlocal Smith formmatrix inversionmatrix valued functions

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) General (adjoints, conjugates, products, inverses, domains, ranges, etc.) (47A05) Local spectral properties of linear operators (47A11) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56)

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Cited in

(16)

• Testing for cointegration in \(I(1)\) state space systems via a finite order approximation
• Resolvent and logarithmic residues of a singular operator pencil in Hilbert spaces
• Some results on eigenvalues of finite type, resolvents and Riesz projections
• The fundamental equations for the generalized resolvent of an elementary pencil in a unital Banach algebra
• Inversion of analytic matrix functions that are singular at the origin
• INVERSION OF OPERATOR PENCILS ON HILBERT SPACE
• Representation of I(1) and I(2) autoregressive Hilbertian processes
• Cointegration in functional autoregressive processes
• A general inversion theorem for cointegration
• COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES
• Fredholm inversion around a singularity: application to autoregressive time series in Banach space
• Inversion of regular analytic matrix functions: Local Smith form and subspace duality
• A note on Johansen's rank conditions and the Jordan form of a matrix
• Tangent second-order homogenisation estimates for incompressible hyperelastic composites with fibrous microstructures and anisotropic phases
• The Granger-Johansen representation theorem for integrated time series on Banach space
• Inversion of an analytic operator function through Fredholm quotients and its application

Describes a project that uses

Uses Software

• Matlab

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