ArticleOriginal scientific text
Title
On the matrix form of Kronecker lemma
Authors 1, 1
Affiliations
- Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa, Quinta da Torre, 2829-516 Caparica, Portugal
Abstract
A matrix generalization of Kronecker's lemma is presented with assumptions that make it possible not only the unboundedness of the condition number considered by Anderson and Moore (1976) but also other sequences of real matrices, not necessarily monotone increasing, symmetric and nonnegative definite. A useful matrix decomposition and a well-known equivalent result about convergent series are used in this generalization.
Keywords
matrix Kronecker lemma, matrix analysis, convergence
Bibliography
- B.D.O. Anderson and J.B. Moore, A Matrix Kronecker Lemma, Linear Algebra Appl. 15 (1976), 227-234.
- Y.S. Chow and H. Teicher, Probability Theory: Independence, Interchangeability, Martingales, Springer 1997.
- R.A. Horn and C. R. Johnson, Matrix Analysis, Cambridge University Press 1985.
- B M. Makarov, M.G. Goluzina, A.A. Lodkin and A.N. Podkorytov, Selected Problems in Real Analysis, American Mathematical Society 1992.