Perturbation for a pair of oblique projectors \(AA_{MN}^\dagger \) and \(BB_{MN}^\dagger\) (Q2518736)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Perturbation for a pair of oblique projectors \(AA_{MN}^\dagger \) and \(BB_{MN}^\dagger\)
scientific article

    Statements

    Perturbation for a pair of oblique projectors \(AA_{MN}^\dagger \) and \(BB_{MN}^\dagger\) (English)
    0 references
    0 references
    0 references
    0 references
    16 January 2009
    0 references
    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.
    0 references
    Moore-Penrose inverse
    0 references
    perturbation
    0 references
    oblique projector
    0 references
    singular values
    0 references
    Hermitian positive definite matrices
    0 references
    numerical examples
    0 references

    Identifiers