Drazin inverse


A Drazin inverse of an operator A is an operator, B, such that

A⁢B=B⁢A,
B⁢A⁢B=B,
A⁢B⁢A=A-U,

where the spectral radiusMathworldPlanetmath r⁢(U)=0. The Drazin inverse (B) is denoted by AD. It exists, if 0 is not an accumulation pointPlanetmathPlanetmath of σ⁢(A).

For example, a projection operator is its own Drazin inverse, PD=P, as P⁢P⁢P=P⁢P=P; for a Shift operator SD=0 holds.

The following are some other useful properties of the Drazin inverse:

  1. 1.

    (AD)*=(A*)D;

  2. 2.

    AD=(A+α⁢P(A))-1⁢(I-P(A)), where P(A):=I-AD⁢A is the spectral projectionPlanetmathPlanetmath of A at 0 and α≠0;

  3. 3.

    A†=(A*⁢A)D⁢A*=A*⁢(A⁢A*)D, where A† is the Moore-Penrose pseudoinverseMathworldPlanetmathPlanetmath of A;

  4. 4.

    AD=Am⁢(A2⁢m+1)†⁢Am for m≥ind⁢(A), if ind⁢(A):=min⁡{k:Im⁡Ak=Im⁡Ak+1} is finite;

  5. 5.

    If the matrix is represented explicitly by its Jordan canonical formMathworldPlanetmath, (Λ regularPlanetmathPlanetmathPlanetmathPlanetmath and N nilpotentPlanetmathPlanetmath), then

    (E⁢[Λ00N]⁢E-1)D=E⁢[Λ-1000]⁢E-1;
  6. 6.

    Let eλA denote an eigenvectorMathworldPlanetmathPlanetmathPlanetmath of A to the eigenvalueMathworldPlanetmathPlanetmathPlanetmathPlanetmath λ. Then eλA+t⁢(λ⁢I-A)D⁢h⁢eλA+O⁢(t2) is an eigenvector of A+t⁢h.

Title Drazin inverse
Canonical name DrazinInverse
Date of creation 2013-03-22 13:58:05
Last modified on 2013-03-22 13:58:05
Owner kronos (12218)
Last modified by kronos (12218)
Numerical id 29
Author kronos (12218)
Entry type Definition
Classification msc 47S99
Related topic MoorePenroseGeneralizedInverse