Perturbation for a pair of oblique projectors \(AA_{MN}^\dagger \) and \(BB_{MN}^\dagger\) (Q2518736)
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English | Perturbation for a pair of oblique projectors \(AA_{MN}^\dagger \) and \(BB_{MN}^\dagger\) |
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Perturbation for a pair of oblique projectors \(AA_{MN}^\dagger \) and \(BB_{MN}^\dagger\) (English)
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16 January 2009
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This paper can be regarded as a continuation of the results presented by \textit{J. Sun} [Matrix Perturbation Analysis, second ed., Science Press, Beijing (2001; in Chinese)]. Let \(M, N\) be two Hermitian positive definite matrices, let \(A_{MN}^\dag\) be the weighted Moore-Penrose inverse of \(A\), let \(E\) be a perturbation matrix of \(A\) and \(B=A+E\). By using the method of generalized singular values decomposition, the authors establish a canonical theorem for a pair of oblique projectors \(AA_{MN}^\dag\) and \(BB_{MN}^\dag\). Based on this theorem, they give some results about \(\|BB_{MN}^\dag - AA_{MN}^\dag\|_{MM}\) and obtain the perturbation bounds for \(\|BB_{MN}^\dag (I - AA_{MN}^\dag)\|_{MM}\) and \(\|BB_{MN}^\dag - AA_{MN}^\dag\|_{MM}\). Some numerical examples are given to illustrate the results as well.
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Moore-Penrose inverse
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perturbation
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oblique projector
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singular values
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Hermitian positive definite matrices
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numerical examples
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