Approximation of a singular matrix by a non singular matrix and D-inverse

Approximation of a singular matrix by a non singular matrix and D-inverse

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Article ID: iaor19941066
Country: France
Volume: 27
Issue: 3
Start Page Number: 319
End Page Number: 335
Publication Date: Jul 1993
Journal: RAIRO Operations Research
Authors: ,
Abstract:

The authors discuss an approximation (with respect to Hilbert-Schmidt norm) of a singular matrix by a nonsingular matrix with a given determinant. They prove the existence and unicity of this matrix. The authors use this result to define the D-inverse of a matrix by requiring the determinant to be the product of the nonzero singular values of the given matrix. They discuss the interest of this approach for improving the conditioning of a given matrix.

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