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Perturbation analysis of singular linear systems with index one ∗ |
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| Abstract: | A new perturbation result for singular but consistent linear systems with coefficient matrix of index one is presented. 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. |
| Keywords: | Singular linear system generalized linear least squares problem group inverse index Jordan canonical form |