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Norm estimations for perturbations of the weighted Moore-Penrose inverse
Authors:XiaoboZhang  Qingxiang Xu and Yinmin Wei
Institution:Department of Mathematics, Shanghai Normal University, Shanghai 200234,PR China,Department of Mathematics, Shanghai Normal University, Shanghai 200235,PR China and Institute of Mathematics, School of Mathematical Sciences, Fudan University, Shanghai, 200433, PR China
Abstract:For a complex matrix $A\in \mathbb{C}^{m\times n}$, the relationship between the weighted Moore-Penrose inverse $A^\dag_{M_1N_1}$ and $A^\dag_{M_2N_2}$ is studied, and an important formula is derived,where $M_1\in \mathbb{C}^{m\times m}, N_1\in\mathbb{C}^{n\times n}$ and $M_2\in \mathbb{C}^{m\times m}, N_2\in\mathbb{C}^{n\times n}$ are different pair of positive definite hermitian matrices. Based on this formula, this paper initiates the study of the perturbation estimations for $A^\dag_{MN}$ in the case that $A$ is fixed, whereas both $M$ and $N$ are variable. The obtained norm upper bounds are then applied to the perturbation estimations for the solutions to the weighted linear least squares problems.
Keywords:Weighted Moore-Penrose inverse  norm upper bound  weighted linear least squares problem  
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