Nonsingularity,positive definiteness,and positive invertibility under fixed-point data rounding |
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Authors: | Jiří Rohn |
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Affiliation: | (1) Institute of Computer Science, Academy of Sciences of the Czech Republic, Pod vodárenskou věží 2, 182 07 Prague 8, Czech Republic |
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Abstract: | For a real square matrix A and an integer d ? 0, let A (d) denote the matrix formed from A by rounding off all its coefficients to d decimal places. The main problem handled in this paper is the following: assuming that A (d) has some property, under what additional condition(s) can we be sure that the original matrix A possesses the same property? Three properties are investigated: nonsingularity, positive definiteness, and positive invertibility. In all three cases it is shown that there exists a real number α(d), computed solely from A (d) (not from A), such that the following alternative holdsif d > α(d), then nonsingularity (positive definiteness, positive invertibility) of A (d) implies the same property for A if d < α(d) and A (d) is nonsingular (positive definite, positive invertible), then there exists a matrix A′ with A′(d) = A (d) which does not have the respective property.For nonsingularity and positive definiteness the formula for α(d) is the same and involves computation of the NP-hard norm ‖ · ‖∞,1; for positive invertibility α(d) is given by an easily computable formula. |
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Keywords: | nonsingularity positive definiteness positive invertibility fixed-point rounding |
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