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

DOI10.1016/J.AMC.2019.124920MaRDI QIDQ2294895zbMATH OpenOpenAlexFDO

Authors Xuefeng Xu

Publication date 12 February 2020

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

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

zbMATH Keywords

Moore-Penrose inverseperturbationsingular value decomposition

Mathematics Subject Classification ID

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

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.

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Cites work

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Cited in

(16)

• On Moore-Penrose inverses of Toeplitz matrices
• Multiplicative perturbations of matrices and the generalized triple reverse order law for the Moore-Penrose inverse
• On nonnegative Moore-Penrose inverses of perturbed matrices
• Multiplicative perturbation theory of the Moore-Penrose inverse and the least squares problem
• On the pole of non-square transfer function matrix Moore–Penrose pseudo-inverses
• Inverse of a perturbed matrix
• Moore–Penrose Inversion of Square Toeplitz Matrices
• The Moore-Penrose Pseudoinverse of an Arbitrary, Square, k -circulant Matrix
• On the algebraic structure of the Moore–Penrose inverse of a polynomial matrix
• 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
• Norm estimations for the Moore-Penrose inverse of multiplicative perturbations of matrices
• Perturbations of Moore-Penrose inverse and dual Moore-Penrose generalized inverse
• Policy gradient method for LQG control via input-output-history representation: convergence to \(\mathcal{O}(\epsilon)\)-stationary points
• The optimal perturbation bounds of the Moore-Penrose inverse under the Frobenius norm
• A generalization of the Moore-Penrose inverse related to matrix subspaces of \(\mathbb C^{n\times m}\)

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