Perturbation estimation for the parallel sum of Hermitian positive semi-definite matrices

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Publication:5239269



Abstract: Let mathbbCnimesn be the set of all nimesn complex matrices. For any Hermitian positive semi-definite matrices A and B in mathbbCnimesn, their new common upper bound less than A+B−A:B is constructed, where (A+B)dag denotes the Moore-Penrose inverse of A+B, and A:B=A(A+B)dagB is the parallel sum of A and B. A factorization formula for (A+X):(B+Y)−A:B−X:Y is derived, where X,YinmathbbCnimesn are any Hermitian positive semi-definite perturbations of A and B, respectively. Based on the derived factorization formula and the constructed common upper bound of X and Y, some new and sharp norm upper bounds of (A+X):(B+Y)−A:B are provided. Numerical examples are also provided to illustrate the sharpness of the obtained norm upper bounds.




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