The representation and approximation of the Drazin inverse of a linear operator in Hilbert space

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Abstract

We present a unified representation theorem for the Drazin inverse of linear operators in Hilbert space and a general error bound. Five specific expressions, computational procedures, and their error bounds for the Drazin inverse are uniformly derived from the unified representation theorem.

Introduction

In 1958, Drazin [7] introduced a generalized inverse of an element in an associative ring or a semigroups. It is defined as follows.

Let S be an algebraic semigroup (or associative ring). Then an element aS is said to have a Drazin inverse, or to be Drazin invertible [7] if there exists xS such thatak+1x=ak,xax=x,ax=xa.If a has a Drazin inverse, then the smallest non-negative integer k in (1.1) is called the index, denoted by Ind(a), of a. For any a, there is at most one x such that (1.1) holds. The unique x is denoted by aD and called the Drazin inverse of a. The Drazin inverse does not have the reflexivity property, but it commutes with the element as shown in (1.1).

In particular, when Ind(a)=1, the x satisfying (1.1) is called the group inverse of a and denoted by x=a#.

The Drazin inverse has various applications in the areas such as singular differential and difference equations and Markov chain [2], [3], [4], [6], [10], [12], [15], [16], [18], [19], [20], [21].

In this paper, we present a unified representation of the Drazin inverse in Hilbert space and a general error bound. For a sequence of continuous real valued functions converging to 1/x, we can represent the Drazin inverse TD as the limit of a sequence of corresponding functions of the operator T. Then, we apply the unified representation and the error bound to five special cases and derive five computational methods for the Drazin inverse and their error bounds. These results are analogous to those of the Moore–Penrose inverse [8].

We conclude this section by introducing some notations and basic properties of the Drazin inverse.

Let X and Y be infinite-dimensional complex Hilbert spaces. We denote the set of bounded linear operators from X into Y by B(X,Y). In this paper, we consider linear operators in B(X)=B(X,X). For T in B(X), N(T) and R(T) denote the null space and the range space of T, respectively.

The spectrum of T is denoted by σ(T) and the spectral radius by ρ(T). The notation ∥·∥ stands for the spectral norm.

Recall that asc(T) (des(T)), the ascent (descent) of TB(X), is the smallest non-negative integer n such thatN(Tn)=N(Tn+1)(R(Tn)=R(Tn+1)).If no such n exists, then asc(T)=∞ (des(T)=∞). A square matrix always has its Drazin inverse. An operator TB(X) has its Drazin inverse TD if and only if it has finite ascent and descent [9], [11], [14]. In such a case,Ind(T)=asc(T)=des(T)=k.

Section snippets

A unified representation of Drazin inverse

In this section we present a unified representation theorem for the Drazin inverse of a linear operator in Hilbert space. We also give a general error bound for the approximation of the Drazin inverse. The key to the representation theorem is the following lemma.

Lemma 2.1

Let TB(X) with Ind(T)=k and R(Tk) closed. ThenTD=T̃−1TkT*2k+1Tk,where T̃=(TkT*2k+1Tk+1)|R(Tk) is the restriction of TkT*2k+1Tk+1 on R(Tk).

Proof

It follows from [3, p. 247] thatTD=Tk(T2k+1)Tk,where (T2k+1) is the Moore–Penrose inverse of T2k

Approximations of the Drazin inverse in Hilbert space

In this section, we apply Theorem 2.2 to five specific cases to derive five specific representations and five computational procedures for the Drazin inverse in Hilbert space and their corresponding error bounds.

Acknowledgements

The first author is supported by National Natural Science Foundation of China (under grant 19901006) and Doctoral Point Foundation of China. Partial work was finished when this author visited Harvard University supported by China Scholarship Council. The second author is partially supported by NSERC Canada.

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