Perturbation estimation for the parallel sum of Hermitian positive semi-definite matrices
Abstract
Let Cn× n be the set of all n × n complex matrices. For any Hermitian positive semi-definite matrices A and B in Cn× n, their new common upper bound less than A+B-A:B is constructed, where (A+B) denotes the Moore-Penrose inverse of A+B, and A:B=A(A+B) B is the parallel sum of A and B. A factorization formula for (A+X):(B+Y)-A:B-X:Y is derived, where X,Y∈Cn× n are any Hermitian positive semi-definite perturbations of A and B, respectively. Based on the derived factorization formula and the constructed common upper bound of X and Y, some new and sharp norm upper bounds of (A+X):(B+Y)-A:B are provided. Numerical examples are also provided to illustrate the sharpness of the obtained norm upper bounds.
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