Perturbation analysis of singular linear systems with arbitrary index

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摘要

A new perturbation result for singular but consistent linear systems with coefficient matrix of arbitrary index. However, if the system is inconsistent, we also derive a perturbation bound of the generalized linear least squares solution. Our treatment extends a classical perturbation result in numerical linear algebra.

论文关键词:Singular linear system,Generalized linear least squares problem,Drazin inverse,Index,Jordan canonical form

论文评审过程:Available online 29 January 2003.

论文官网地址:https://doi.org/10.1016/S0096-3003(02)00488-5