Perturbation of the matrix sign function (Q5961582)
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scientific article; zbMATH DE number 981853
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English | Perturbation of the matrix sign function |
scientific article; zbMATH DE number 981853 |
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Perturbation of the matrix sign function (English)
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25 February 1997
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The author obtains perturbation expansions for the matrix sign function based on the Schur decomposition and the Jordan decomposition. They are used to derive Fréchet derivatives, the condition number, and the first order perturbation bounds for the matrix sign function. Global perturbation bounds for the matrix sign function are also given.
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perturbation expansions
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matrix sign function
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Schur decomposition
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Jordan decomposition
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Fréchet derivatives
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condition number
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perturbation bounds
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