2

I found the following formulation of a perturbation problem in my research (see attached image). In step 4c to 4d, the equation goes from:

$$|I+A^{-1}e_k\Gamma^T| = 0$$ $$|1+\Gamma^TA^{-1}e_k| = 0$$

Where $|\dot{}|$ is the determinant. Im having a hard time figuring out how that conversion happened.

It also states that: $$\Gamma^TA^{-1}e_k=-1$$, which becomes "a minimization of an undetermined least squares problem over $k$", such that $\hat{k}=argmax_k\{||A^{-1}e_k||\}$. How did they arrive to this conclusion?

Finally, they say:

$$\hat{\Gamma}=\frac{-A^{-1}e_\hat{k}}{e_\hat{k}^TA^{-T}A^{-1}e_\hat{k}}$$

In all of this, $e_k$ is the elementary basis vector for column $k$; $\Gamma$ is an $N\times1$ vector and A is an $N\times N$ matrix.

I am asking this because I am trying to arrive to the solution for the analogous problem:

$$|I+A^{-1}\Gamma e_k^T| = 0$$

Perturbation problem formulation

dovason
  • 21
  • 1
    does this help? https://math.stackexchange.com/q/219731/617446 – user619894 Aug 31 '21 at 06:02
  • Yes, thank you, it helps to understand the jump from 4c to 4d, as shown by this answer: https://math.stackexchange.com/a/219973/963121 in the post you referenced. – dovason Aug 31 '21 at 23:15

0 Answers0