Perturbation analysis of singular linear systems with arbitrary index. (Q1412447)

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scientific article; zbMATH DE number 2008969
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Perturbation analysis of singular linear systems with arbitrary index.
scientific article; zbMATH DE number 2008969

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    Perturbation analysis of singular linear systems with arbitrary index. (English)
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    25 November 2003
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    The authors consider linear systems of equations \(Ax=b\), where \(A \in\mathbb{C}^{n \times n}\) is a singular matrix with arbitrary index. The following convergence result for semi-iterative methods [see \textit{J. J. Climent}, \textit{M. Neumann} and \textit{A. Sidi}, J. Comput. Appl. Math. 87, 21--38 (1997; Zbl 0899.65020)] is presented. If \(A\) is singular and \(\text{Ind}(A) = \alpha\), then the semi-iterative sequence \(\{x_m\}\) converges to \(A^Db + (I -AA^D)x_0\) for an arbitrary initial guess \(x_0\). \(A^D\) denotes the Drazin inverse of the matrix \(A\). Furthermore, a perturbation analysis for the system of equations \(A^\alpha A x = A^\alpha b\) is given. Hereby, consistent as well as inconsistent perturbed systems are considered.
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    singular linear systems
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    generalized linear least squares problem
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    Drazin inverse
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    index
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    convergence
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    Jordan canonical form
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