On the perturbation of the Moore-Penrose inverse of a matrix

DOI10.1016/J.AMC.2019.124920zbMATH Open1433.65067arXiv1809.00203OpenAlexW3004494829MaRDI QIDQ2294895FDOQ2294895

Authors: Xuefeng Xu 

Publication date: 12 February 2020

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Abstract: The Moore-Penrose inverse of a matrix has been extensively investigated and widely applied in many fields over the past decades. One reason for the interest is that the Moore-Penrose inverse can succinctly express some important geometric constructions in finite-dimensional spaces, such as the orthogonal projection onto a subspace and the linear least squares problem. In this paper, we establish new perturbation bounds for the Moore-Penrose inverse under the Frobenius norm, some of which are sharper than the existing ones.

Full work available at URL: https://arxiv.org/abs/1809.00203

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zbMATH Keywords

singular value decompositionMoore-Penrose inverseperturbation

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of matrix inversion and generalized inverses (15A09) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Perturbation theory of linear operators (47A55)

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Cited In (15)

• Inverse of a perturbed matrix
• The Moore-Penrose Pseudoinverse of an Arbitrary, Square, k -circulant Matrix
• On the pole of non-square transfer function matrix Moore–Penrose pseudo-inverses
• Perturbations of Moore-Penrose inverse and dual Moore-Penrose generalized inverse
• A note on stable perturbations of Moore-Penrose inverses
• UNITARILY INVARIANT NORM AND <i>Q</i>-NORM ESTIMATIONS FOR THE MOORE–PENROSE INVERSE OF MULTIPLICATIVE PERTURBATIONS OF MATRICES
• Multiplicative perturbation theory of the Moore-Penrose inverse and the least squares problem
• Multiplicative perturbations of matrices and the generalized triple reverse order law for the Moore-Penrose inverse
• On nonnegative Moore-Penrose inverses of perturbed matrices
• Norm estimations for the Moore-Penrose inverse of multiplicative perturbations of matrices
• On Moore-Penrose inverses of Toeplitz matrices
• The optimal perturbation bounds of the Moore-Penrose inverse under the Frobenius norm
• On the algebraic structure of the Moore–Penrose inverse of a polynomial matrix
• A generalization of the Moore-Penrose inverse related to matrix subspaces of \(\mathbb C^{n\times m}\)
• Moore–Penrose Inversion of Square Toeplitz Matrices

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