Perturbation of the matrix sign function

DOI10.1016/0024-3795(95)00522-6MaRDI QIDQ5961582zbMATH OpenOpenAlexFDO

Authors Ji-guang Sun

Publication date 25 February 1997

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(95)00522-6

zbMATH Keywords

condition numberFréchet derivativesJordan decompositionmatrix sign functionperturbation boundsperturbation expansionsSchur decomposition

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Review text

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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Cites work

• A Bisection Method for Measuring the Distance of a Stable Matrix to the Unstable Matrices
• A computational method for eigenvalues and eigenvectors of a matrix with real eigenvalues
• A hyperbolic tangent identity and the geometry of Padé sign function iterations
• Accelerated convergence of the matrix sign function method of solving Lyapunov, Riccati and other matrix equations
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 3920686 (Why is no real title available?)
• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 741118 (Why is no real title available?)
• scientific article; zbMATH DE number 3894365 (Why is no real title available?)
• Inertia characteristics of self-adjoint matrix polynomials
• Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
• Perturbation expansions for invariant subspaces
• Polar Decomposition and Matrix Sign Function Condition Estimates
• Stability radius for structured perturbations and the algebraic Riccati equation
• The matrix sign decomposition and its relation to the polar decomposition

Cited in

(5)

• The matrix sign decomposition and its relation to the polar decomposition
• Second order perturbation bounds
• An arithmetic for matrix pencils: theory and new algorithms
• Perturbation analysis for the sign functions of regular matrix pairs.
• The complex step approximation to the Fréchet derivative of a matrix function

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