Inverting a matrix function around a singularity via local rank factorization

DOI10.1137/140999839MaRDI QIDQ2813337zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Inversion of analytic matrix functions that are singular at the origin
• Local inverse spectral problems for rational matrix functions
• Inversion of regular and singular perturbed matrices
• Approximation d’une matrice non inversible par une matrice inversible et $D$-inverse
• A special kind of inverse singular value problem of matrices
• Local inversion of matrices with sparse inverses
• On generalized inverses of singular matrix pencils
• scientific article; zbMATH DE number 1437413
• scientific article; zbMATH DE number 2206814
• scientific article; zbMATH DE number 3905732

Cites work

• scientific article; zbMATH DE number 3889718 (Why is no real title available?)
• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• scientific article; zbMATH DE number 3983386 (Why is no real title available?)
• scientific article; zbMATH DE number 3711820 (Why is no real title available?)
• scientific article; zbMATH DE number 3756646 (Why is no real title available?)
• scientific article; zbMATH DE number 41826 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• scientific article; zbMATH DE number 3070738 (Why is no real title available?)
• A characterization of vector autoregressive processes with common cyclical features
• A local construction of the Smith normal form of a matrix polynomial
• A representation theory for polynomial cofractionality in vector autoregressive models
• AN OPERATOR GENERALIZATION OF THE LOGARITHMIC RESIDUE THEOREM AND THE THEOREM OF ROUCHÉ
• An algorithm for computing Jordan chains and inverting analytic matrix functions
• An introduction to operator polynomials
• Analytic perturbation theory and its applications
• Analytic perturbation theory for matrices and operators. Licensed ed
• Classes of linear operators. Vol. I
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Codependent cycles
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
• Factorization of matrix and operator functions. The state space method
• Generalized inverses. Theory and applications.
• Input retrieval in finite dimensional linear systems
• Inversion of analytic matrix functions that are singular at the origin
• Inversion of analytically perturbed linear operators that are singular at the origin
• Inversion of regular analytic matrix functions: Local Smith form and subspace duality
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• On Series Expansions and Stochastic Matrices
• On the local theory of regular analytic matrix functions
• Partially specified matrices and operators: classification, completion, applications
• Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form
• THE SOLUTION OF SOME PERTURBATION PROBLEMS FOR MATRICES AND SELFADJOINT OR NON-SELFADJOINT DIFFERENTIAL EQUATIONS I
• Taylor expansions of eigenvalues of perturbed matrices with applications to spectral radii of nonnegative matrices
• The Laurent expansion for a nearly singular matrix
• The Laurent expansion of pencils that are singular at the origin
• 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
• Inversion of regular analytic matrix functions: Local Smith form and subspace duality
• Representation of I(1) and I(2) autoregressive Hilbertian processes
• 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

Describes a project that uses

Uses Software

• Matlab

This page was built for publication: Inverting a matrix function around a singularity via local rank factorization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2813337)