New perturbation bounds for the subunitary polar factors

In this article, we present some new perturbation bounds for the (subunitary) unitary polar factors of the (generalized) polar decompositions. Two numerical examples are given to show the rationality and superiority of our results, respectively. In terms of the one-to-one correspondence between the weighted case and the non-weighted case, all these bounds can be applied to the weighted polar decomposition.     

关于极分解和广义极分解的一些新结果

本文研究极分解和广义极分解.孙和陈提出的Frobenius范数下的逼近定理被推广至任何酉不变范数情形.得到了次酉极因子的一个新的表达式.通过新的表达式,我们得到了次酉极因子在任何酉不变范数下的扰动界.最后,讨论了数值计算方法.     

广义极分解

本文使用下列符号:C~(m×n)表示m×n复矩阵的集合,C_r~(m×n)表示秩为r的m×n复矩阵的集合,A~H和A~+分别表示矩阵A的共轭转置和Moore-Penrose广义逆,|| ||_2表示向量的Euclid范数和矩阵的谱范数,|| ||_F表示Frobenius范数,R(A)表示A的列     

Perturbation bounds for weighted polar decomposition in the weighted unitarily invariant norm

In this paper, by generalizing the ideas of the (generalized) polar decomposition to the weighted polar decomposition and the unitarily invariant norm to the weighted unitarily invariant norm, we present some perturbation bounds for the generalized positive polar factor, generalized nonnegative polar factor, and weighted unitary polar factor of the weighted polar decomposition in the weighted unitarily invariant norm. These bounds extend the corresponding recent results for the (generalized) polar decomposition. In addition, we also give the comparison between the two perturbation bounds for the generalized positive polar factor obtained from two different methods. Copyright © 2008 John Wiley & Sons, Ltd.     

Perturbation analysis for best approximation and the polar factor by subunitary matrices

This paper is a continuation and improvement over the results of Laszkiewicz and Zietak [BIT, 2006, 46: 345–366], studying perturbation analysis for polar decomposition. Some basic properties of best approximation subunitary matrices are investigated in detail. The perturbation bounds of the polar factor are also derived.      

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.     

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.     

Approximation of Matrices and a Family of Gander Methods for Polar Decomposition

Two matrix approximation problems are considered: approximation of a rectangular complex matrix by subunitary matrices with respect to unitarily invariant norms and a minimal rank approximation with respect to the spectral norm. A characterization of a subunitary approximant of a square matrix with respect to the Schatten norms, given by Maher, is extended to the case of rectangular matrices and arbitrary unitarily invariant norms. Iterative methods, based on the family of Gander methods and on Higham’s scaled method for polar decomposition of a matrix, are proposed for computing subunitary and minimal rank approximants. Properties of Gander methods are investigated in details. AMS subject classification (2000) 65F30, 15A18     

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.     

矩阵广义逆新的扰动上界

利用矩阵的奇异值分解方法,研究了矩阵广义逆的扰动上界,得到了在F-范数下矩阵广义逆的扰动上界定理,所得定理推广并彻底改进了近期的相关结果.相应的数值算例验证了定理的有效性.     

Sylvester方程在矩阵扰动分析中的应用

§1.引言 矩阵扰动分析的研究对于矩阵论的发展及数值分析问题计算结果的分析和处理都有重要意义.有关特征值、广义特征值及最小二乘问题的主要研究结果均含于[1]中,[5]运用二次方程根的判别法通过对代数Ricatti方程的解的估计给出了QR分解因子及Cholesky因子的扰动分析,但论证方法及所得结果都比较复杂且所求条件很强.[3]和     

Uniqueness and perturbation bounds for sparse non-negative tensor equations

We discuss the uniqueness and the perturbation analysis for sparse non-negative tensor equations arriving from data sciences. By two different techniques, we may get better ranges of parameters to guarantee the uniqueness of the solution of the tensor equation. On the other hand, we present some perturbation bounds for the tensor equation. Numerical examples are given to show the efficiency of the theoretical results.     

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.     

奇异模糊线性系统的扰动分析

当模糊线性系统的系数矩阵奇异时, 分析了模糊线性系统的右端向量和系数矩阵的扰动对模糊线性系统解的计算造成的影响,用矩阵的谱范数给出了相对误差的界.     

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.     

New perturbation bounds for denumerable Markov chains

This paper is devoted to perturbation analysis of denumerable Markov chains. Bounds are provided for the deviation between the stationary distribution of the perturbed and nominal chain, where the bounds are given by the weighted supremum norm. In addition, bounds for the perturbed stationary probabilities are established. Furthermore, bounds on the norm of the asymptotic decomposition of the perturbed stationary distribution are provided, where the bounds are expressed in terms of the norm of the ergodicity coefficient, or the norm of a special residual matrix. Refinements of our bounds for Doeblin Markov chains are considered as well. Our results are illustrated with a number of examples.     

Additive and multiplicative perturbation bounds for the Moore-Penrose inverse

In this paper, we obtain the additive and multiplicative perturbation bounds for the Moore-Penrose inverse under the unitarily invariant norm and the Q - norm, which improve the corresponding ones in [P.Å. Wedin, Perturbation theory for pseudo-inverses, BIT 13(1973)217-232].     

矩阵Hoffman-Wielandt型乘法相对扰动界

<正>1引言设A是一个方阵,(?)是它的扰动矩阵.特征值的加法扰动和乘法扰动是矩阵特征值的两种不同类型的扰动.当(?)=A+E时,称(?)是A的加法扰动矩阵;当(?)=D_1~*AD_2时,其中     

The optimal perturbation bounds of the Moore-Penrose inverse under the Frobenius norm

We obtain the optimal perturbation bounds of the Moore-Penrose inverse under the Frobenius norm by using Singular Value Decomposition, which improved the results in the earlier paper [P.-Å. Wedin, Perturbation theory for pseudo-inverses, BIT 13 (1973) 217-232]. In addition, a perturbation bound of the Moore-Penrose inverse under the Frobenius norm in the case of the multiplicative perturbation model is also given.     

Logarithmic Norms and Nonlinear DAE Stability

Logarithmic norms are often used to estimate stability and perturbation bounds in linear ODEs. Extensions to other classes of problems such as nonlinear dynamics, DAEs and PDEs require careful modifications of the logarithmic norm. With a conceptual focus, we combine the extension to nonlinear ODEs [15] with that of matrix pencils [10] in order to treat nonlinear DAEs with a view to cover certain unbounded operators, i.e. partial differential algebraic equations. Perturbation bounds are obtained from differential inequalities for any given norm by using the relation between Dini derivatives and semi-inner products. Simple discretizations are also considered.