Multiplicative perturbation theory of the Moore–Penrose inverse and the least squares problem

Multiplicative perturbation theory of the Moore–Penrose inverse and the least squares problem Bounds for the variation of the Moore–Penrose inverse of general matrices under multiplicative perturbations are presented. Their advantages with respect to classical bounds under additive perturbations and with respect to other bounds under multiplicative perturbations available in the literature are carefully studied and established. Closely connected to these developments a complete multiplicative perturbation theory for least squares problems, valid for perturbations of any size, is also presented, improving in this way recent multiplicative perturbation bounds which are valid only to first order in the size of the perturbations. The results in this paper are mainly based on exact expressions of the perturbed Moore–Penrose inverse in terms of the unperturbed one, the perturbation matrices, and certain orthogonal projectors. Such feature makes the new results amenable to be generalized in the future to linear operators in infinite dimensional spaces. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Linear Algebra and its Applications Elsevier

Multiplicative perturbation theory of the Moore–Penrose inverse and the least squares problem

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Publisher
Elsevier
Copyright
Copyright © 2016 Elsevier Inc.
ISSN
0024-3795
eISSN
1873-1856
D.O.I.
10.1016/j.laa.2016.03.027
Publisher site
See Article on Publisher Site

Abstract

Bounds for the variation of the Moore–Penrose inverse of general matrices under multiplicative perturbations are presented. Their advantages with respect to classical bounds under additive perturbations and with respect to other bounds under multiplicative perturbations available in the literature are carefully studied and established. Closely connected to these developments a complete multiplicative perturbation theory for least squares problems, valid for perturbations of any size, is also presented, improving in this way recent multiplicative perturbation bounds which are valid only to first order in the size of the perturbations. The results in this paper are mainly based on exact expressions of the perturbed Moore–Penrose inverse in terms of the unperturbed one, the perturbation matrices, and certain orthogonal projectors. Such feature makes the new results amenable to be generalized in the future to linear operators in infinite dimensional spaces.

Journal

Linear Algebra and its ApplicationsElsevier

Published: Aug 15, 2016

References

  • Matrix Analysis
    Bhatia, R.
  • Computing the singular value decomposition with high relative accuracy
    Demmel, J.; Gu, M.; Eisenstat, S.; Slapničar, I.; Veselić, K.; Drmač, Z.
  • Accurate solution of structured linear systems via rank-revealing decompositions
    Dopico, F.M.; Molera, J.M.

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