Inverting a matrix function around a singularity via local rank factorization

DOI10.1137/140999839zbMATH Open1382.15004OpenAlexW2460770311MaRDI QIDQ2813337FDOQ2813337

Authors: Massimo Franchi, Paolo Paruolo 

Publication date: 23 June 2016

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/66b186b9e97c1083f9e2442acd02a4e78940ca1e

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zbMATH Keywords

matrix inversionanalytic perturbationJordan pairsLaurent series expansionmatrix valued functionslocal Smith form

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) General (adjoints, conjugates, products, inverses, domains, ranges, etc.) (47A05) Local spectral properties of linear operators (47A11) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56)

Cites Work

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• AN OPERATOR GENERALIZATION OF THE LOGARITHMIC RESIDUE THEOREM AND THE THEOREM OF ROUCHÉ
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• Inversion of analytic matrix functions that are singular at the origin
• Input retrieval in finite dimensional linear systems
• A representation theory for polynomial cofractionality in vector autoregressive models
• Inversion of regular analytic matrix functions: Local Smith form and subspace duality
• Taylor expansions of eigenvalues of perturbed matrices with applications to spectral radii of nonnegative matrices
• On Series Expansions and Stochastic Matrices
• The fundamental equations for inversion of operator pencils on Banach space

Cited In (12)

• Testing for cointegration in \(I(1)\) state space systems via a finite order approximation
• Fredholm inversion around a singularity: application to autoregressive time series in Banach space
• INVERSION OF OPERATOR PENCILS ON HILBERT SPACE
• COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES
• A general inversion theorem for cointegration
• The fundamental equations for the generalized resolvent of an elementary pencil in a unital Banach algebra
• Representation of I(1) and I(2) autoregressive Hilbertian processes
• Inversion of regular analytic matrix functions: Local Smith form and subspace duality
• Inversion of analytic matrix functions that are singular at the origin
• Resolvent and logarithmic residues of a singular operator pencil in Hilbert spaces
• Some results on eigenvalues of finite type, resolvents and Riesz projections
• Cointegration in functional autoregressive processes

Uses Software

• Matlab

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