Optimization of Stability Robustness Bounds for Linear Discrete-Time Systems

In this paper, existing stability robustness measures for the perturbation of both continuous-time and discrete-time systems are reviewed. Optimized robustness bounds for discrete-time systems are derived. These optimized bounds are obtained reducing the conservatism of existing bounds by (a) using the structural information on the perturbation and (b) changing the system coordinates via a properly chosen similarity transformation matrix. Numerical examples are used to illustrate the proposed reduced conservatism bounds.     

Some remarks on the perturbation of polar decompositions for rectangular matrices

In this article we focus on perturbation bounds of unitary polar factors in polar decompositions for rectangular matrices. First we present two absolute perturbation bounds in unitarily invariant norms and in spectral norm, respectively, for any rectangular complex matrices, which improve recent results of Li and Sun (SIAM J. Matrix Anal. Appl. 2003; 25 :362–372). Secondly, a new absolute bound for complex matrices of full rank is given. When ‖A ? Ã‖₂ ? ‖A ? Ã‖_F, our bound for complex matrices is the same as in real case. Finally, some asymptotic bounds given by Mathias (SIAM J. Matrix Anal. Appl. 1993; 14 :588–593) for both real and complex square matrices are generalized. Copyright © 2005 John Wiley & Sons, Ltd.     

On the perturbation of the Q‐factor of the QR factorization

This paper gives normwise and componentwise perturbation analyses for the Q‐factor of the QR factorization of the matrix A with full column rank when A suffers from an additive perturbation. Rigorous perturbation bounds are derived on the projections of the perturbation of the Q‐factor in the range of A and its orthogonal complement. These bounds overcome a serious shortcoming of the first‐order perturbation bounds in the literature and can be used safely. From these bounds, identical or equivalent first‐order perturbation bounds in the literature can easily be derived. When A is square and nonsingular, tighter and simpler rigorous perturbation bounds on the perturbation of the Q‐factor are presented. Copyright © 2011 John Wiley & Sons, Ltd.     

群逆的扰动界及其在奇异线性系统中的应用

本文建立了群逆的扰动界,此界基于矩阵A的Jordan标准形和P-范数,其中P是非异矩阵满足 是非异上双对角阵且 当矩阵A和A+E有相同的秩且 较小时,得到了 较好的估计.在相同的条件下,研究了相容的奇异线性系统Aχ=b的扰动,给出了χopt=A#b扰动的上界,其中A#是A的群逆,χopt是最小P-范数解.     

Componentwise error analysis for the block LU factorization of totally nonnegative matrices

For the first time, perturbation bounds including componentwise perturbation bounds for the block LU factorization have been provided by Dopico and Molera (2005) [5]. In this paper, componentwise error analysis is presented for computing the block LU factorization of nonsingular totally nonnegative matrices. We present a componentwise bound on the equivalent perturbation for the computed block LU factorization. Consequently, combining with the componentwise perturbation results we derive componentwise forward error bounds for the computed block factors.     

Perturbation analysis of singular subspaces and deflating subspaces

Summary. Perturbation expansions for singular subspaces of a matrix and for deflating subspaces of a regular matrix pair are derived by using a technique previously described by the author. The perturbation expansions are then used to derive Fr\'echet derivatives, condition numbers, and th-order perturbation bounds for the subspaces. Vaccaro's result on second-order perturbation expansions for a special class of singular subspaces can be obtained from a general result of this paper. Besides, new perturbation bounds for singular subspaces and deflating subspaces are derived by applying a general theorem on solution of a system of nonlinear equations. The results of this paper reveal an important fact: Each singular subspace and each deflating subspace have individual perturbation bounds and individual condition numbers. Received July 26, 1994     

Mixed,componentwise condition numbers and small sample statistical condition estimation of Sylvester equations

We present a componentwise perturbation analysis for the continuous‐time Sylvester equations. Componentwise, mixed condition numbers and new perturbation bounds are derived for the matrix equations. The small sample statistical method can also be applied for the condition estimation. These condition numbers and perturbation bounds are tested on numerical examples and compared with the normwise condition number. The numerical examples illustrate that the mixed condition number gives sharper bounds than the normwise one. Copyright © 2011 John Wiley & Sons, Ltd.     

Backward error and perturbation bounds for high order Sylvester tensor equation

In this article, we investigate the backward error and perturbation bounds for the high order Sylvester tensor equation (STE). The bounds of the backward error and three types of upper bounds for the perturbed STE with or without dropping the second order terms are presented. The classic perturbation results for the Sylvester equation are extended to the high order case.     

Error bounds for linear complementarity problems for SB-matrices

S-strictly dominant B-matrices (SB-matrices) are introduced by Li et al. (Numer Linear Algebra Appl 14:391?C405, 2007). In this paper, we give error bounds for the linear complementarity problem when the matrix involved is an SB-matrix, which generalize those of DB-matrix linear complementarity problem and show advantages with respect to the computational cost. Then the perturbation bounds of SB-matrices linear complementarity problems are also provided. The preliminary numerical results show the sharpness of the bounds.     

Some New Perturbation Bounds for Subunitary Polar Factors

In this paper, we present some new perturbation bounds for subunitary polar factors in a special unitarily invariant norm called a Q-norm. Some recent results in the Frobenius norm and the spectral norm are extended to the Q-norm on one hand. On the other hand we also present some relative perturbation bounds for subunitary polar factors.     

A Posteriori Error Bounds for Gaussian Elimination

Explicit bounds are constructed for the error in the solutionof a system of linear algebraic equations obtained by Gaussianelimination using floating-point arithmetic. The bounds takeaccount of inherent errors in the data and all abbreviations(choppings or roundings) introduced during the process of solution.The bounds are strict and agree with the estimate for the maximumerror obtained by linearized perturbation theory. The formulationof the bounds avoids the need for specially directed roundingprocedures in the hardware or software; in consequence the boundscan be evaluated on most existing computers. The cost of computingthe bounds is comparable with the cost of computing the originalsolution.     

Nonlinear maximum principles for dissipative linear nonlocal operators and applications

We obtain a family of nonlinear maximum principles for linear dissipative nonlocal operators, that are general, robust, and versatile. We use these nonlinear bounds to provide transparent proofs of global regularity for critical SQG and critical d-dimensional Burgers equations. In addition we give applications of the nonlinear maximum principle to the global regularity of a slightly dissipative anti-symmetric perturbation of 2D incompressible Euler equations and generalized fractional dissipative 2D Boussinesq equations.     

广义非负与正极因子的乘法扰动界

本文在乘法扰动下研究了加权极分解的广义非负极因子与广义正极因子的扰动界,同时,作为特殊情形,也获得了广义极分解与极分解的非负极因子与正极因子的乘法扰动界.     

SR分解的乘法扰动界

In this paper, we present the first order perturbation bounds for the SR factorization with respect to left multiplicative perturbation, and the first order and rigorous perturbation bounds for this factorization with respect to right multiplicative perturbation.Moreover, taking the properties of SR factors into consideration, we also provide some refined perturbation bounds.     

New perturbation bounds and condition numbers for the hyperbolic QR factorization

Using the modified matrix-vector equation approach, the technique of Lyapunov majorant function and the Banach fixed point theorem, we obtain some new rigorous perturbation bounds for R factor of the hyperbolic QR factorization under normwise perturbation. These bounds are always tighter than the one given in the literature. Moreover, the optimal first-order perturbation bounds and the normwise condition numbers for the hyperbolic QR factorization are also presented.     

Bounds and perturbation bounds for the matrix exponential

Some new types of bounds and perturbation bounds, based on the Jordan normal form, for the matrix exponential are derived. These bounds are compared to known bounds, both theoretically and by numerical examples. Some recent results on the matrix exponential and the logarithmic norm are also included.     

Combined perturbation bounds: Ⅱ. Polar decompositions

In this paper, we study the perturbation bounds for the polar decomposition A= QH where Q is unitary and H is Hermitian. The optimal (asymptotic) bounds obtained in previous works for the unitary factor, the Hermitian factor and singular values of A are σ2r||△Q||2F ≤ ||△A||2F,1/2||△H||2F ≤ ||△A||2F and ||△∑||2F ≤ ||△A||2F, respectively, where ∑ = diag(σ1, σ2,..., σr, 0,..., 0) is the singular value matrix of A and σr denotes the smallest nonzero singular value. Here we present some new combined (asymptotic)perturbation bounds σ2r ||△Q||2F+1/2||△H||2F≤ ||△A||2F and σ2r||△Q||2F+||△∑ ||2F ≤||△A||2F which are optimal for each factor. Some corresponding absolute perturbation bounds are also given.     

An optimal perturbation bound

Cai and Zhang establish separate perturbation bounds for distances with spectral and Frobenius norms (Cai T, Zhang A. Rate‐optimal perturbation bounds for singular subspaces with applications to high‐dimensional statistics. The Annals of Statistics. 2018; Vol. 46, No. 1: 60?89). We extend their theorem to each unitarily invariant norm. It turns out that our estimation is optimal as well.     

New perturbation bounds for the W-weighted Drazin inverse

The constructive perturbation bounds for the W-weighted Drazin inverse are derived by two approaches in this paper. One uses the matrixG = [(A+E)W]^l?(AW)^l, whereA, E ∈ C ^mxn ,W ∈ C ^nxm ,l = max Ind(AW), Ind[(A + E)W]. The other uses a technique proposed by G. Stewart and based on perturbation theory for invariant subspaces of a matrix. The new approaches to develop perturbation bounds for W-weighted Drazin inverse of a matrix extend the previous results in [19, 29, 31, 36, 42, 44]. Several examples which indicate the sharpness of the new perturbation bounds are presented.     

Relative eigenvalue and singular value perturbations of scaled diagonally dominant matrices

The paper derives improved relative perturbation bounds for the eigenvalues of scaled diagonally dominant Hermitian matrices and new relative perturbation bounds for the singular values of symmetrically scaled diagonally dominant square matrices. The perturbation result for the singular values enlarges the class of well-behaved matrices for accurate computation of the singular values. AMS subject classification (2000)  65F15