On the regularization of singular systems of linear algebraic equations by shifts (Q951712)

The linear system \(Au=f\) with \(A\) a complex \(n\times n\) matrix may be ill conditioned. The system \((A+\lambda B)u_\lambda=f\) is called a shift regularization if the following conditions hold. It has a unique solution \(u_\lambda\) for \(| \lambda| >0\) sufficiently small and \(\lim_{\lambda\to0}u_\lambda\) is a solution of \(Au=f\). In this paper, it is investigated which pairs \((A,B)\) can be used for shift regularization when \(A\) is singular. Five equivalent conditions have already been given in [\textit{V. A. Morozov} and \textit{A. B. Nazimov}, Zh. Vychisl. Mat. Mat. Fiz. 26, 1283--1290 (1986; Zbl 0638.65033); Sov. Math., Dokl. 34, 278--280 (1987); translation from Dokl. Akad. Nauk SSSR 290, 286--289 (1987; Zbl 0626.65035)]. In this paper five more equivalent conditions are proved. These involve matrices \(F=PBQ\) and \(T=(F^+B-E)A^+\) where \(E\) is the unit matrix, \(P\) and \(Q\) are the orthoprojectors on the kernel of \(A\) and \(A^*\) respectively and the superscript \({}^+\) denotes generalized inverse. The first condition concerns the ranges of \(A\) and \(BQ\), three conditions are related to the behaviour of \((A+\lambda B)^{-1}\) for \(0<| \lambda| <\rho^{-1}\) (\(\rho\) is the spectral radius of \(TB\)) and the last condition concerns the derivatives of the determinant of \(A+\lambda B\) at \(\lambda=0\).