English

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

Functional Analysis 2018-06-20 v1

Abstract

Let Cn×n\mathbb{C}^{n\times n} be the set of all n×nn \times n complex matrices. For any Hermitian positive semi-definite matrices AA and BB in Cn×n\mathbb{C}^{n\times n}, their new common upper bound less than A+BA:BA+B-A:B is constructed, where (A+B)(A+B)^\dag denotes the Moore-Penrose inverse of A+BA+B, and A:B=A(A+B)BA:B=A(A+B)^\dag B is the parallel sum of AA and BB. A factorization formula for (A+X):(B+Y)A:BX:Y(A+X):(B+Y)-A:B-X:Y is derived, where X,YCn×nX,Y\in\mathbb{C}^{n\times n} are any Hermitian positive semi-definite perturbations of AA and BB, respectively. Based on the derived factorization formula and the constructed common upper bound of XX and YY, some new and sharp norm upper bounds of (A+X):(B+Y)A:B(A+X):(B+Y)-A:B are provided. Numerical examples are also provided to illustrate the sharpness of the obtained norm upper bounds.

Keywords

Cite

@article{arxiv.1806.07033,
  title  = {Perturbation estimation for the parallel sum of Hermitian positive semi-definite matrices},
  author = {Wei Luo and Chuanning Song and Qingxiang Xu},
  journal= {arXiv preprint arXiv:1806.07033},
  year   = {2018}
}

Comments

15 pages, to appear in Linear Multilinear Algebra