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Invertibility and a norm bound for the pseudo-arclength bordered matrix
Statement
Let , let be linear of rank , and let have . Set and let . For a unit vector , form the square bordered matrix Then is invertible exactly when . If , , and satisfies for all , then
Here is the current unit tangent and is the normal used in the corrector hyperplane. The lower bound is the explicit transversality margin; as it tends to zero this estimate need not remain bounded.
Facts & Assumptions
Given: The dimensions, rank, unit kernel vector , orthogonal complement , unit vector , and bound in the Statement.
Rank-nullity: : for a linear map from a finite-dimensional domain, the domain dimension is the sum of the kernel and image dimensions.
In finite dimension, and : for a subspace of a finite-dimensional inner-product space, .
If and is a linear subspace of , then is finite-dimensional, , and if and only if : a subspace of a finite-dimensional space has dimension at most the ambient dimension, and equal dimension forces equality. The kernel and image are linear subspaces, and a linear map is injective if and only if its kernel is trivial: a linear map is injective exactly when its kernel is zero. The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension : the coordinate space has dimension .
Every Euclidean linear map has a unique matrix and satisfies for some : every Euclidean linear map has a finite operator-norm bound.
Rank and nullity of a linear map with finite-dimensional domain: for a linear map with finite-dimensional domain, rank is the dimension of its image.
Proof
Given: The hypotheses in the Statement.
By [F1], [F3], and [F6], . Since is a unit vector in the kernel, .
Apply [F2] to in to obtain . The codomain also has dimension by [F3].
If also lies in , then , so . Thus is injective by [F3]. Its domain and codomain both have dimension , so [F1] and [F3] make it surjective. Thus is well-defined.
For , write a prospective solution as with . The first row equation forces , and the last row equation forces If , these formulas give one solution for every , so is invertible. If , then with , so is singular.
Under , [F5] gives Consequently Applying [F5] to the two scalar coefficients of gives the stated operator-norm bound for .
Step 4.1 proves the exact invertibility criterion, and step 5.1 proves the quantitative inverse bound under the stated angular margin.
Depends on
- Rank-nullity: $\dim_F V=\operatorname{nullity}T+\operatorname{rank}T$
- Rank and nullity of a linear map with finite-dimensional domain
- In finite dimension, $W^{\perp\perp}=W$ and $\dim W+\dim W^\perp=\dim V$
- If $\dim_F V = n$ and $U$ is a linear subspace of $V$, then $U$ is finite-dimensional, $\dim_F U \le n$, and $\dim_F U = n$ if and only if $U = V$
- The kernel and image are linear subspaces, and a linear map is injective if and only if its kernel is trivial
- The standard list $e : n \to F^{n}$ with $e_i(i) = 1_F$ and $e_i(j) = 0_F$ for $j \ne i$ is an ordered basis of $F^{n}$; hence $\dim_F F^{n} = n$, and $F^{0}$ is the zero space with basis $\varnothing$ and dimension $0$
- Every Euclidean linear map has a unique matrix and satisfies $\|Lh\|_2\le K\|h\|_2$ for some $K\ge0$
- Cauchy-Schwarz $\lvert\langle x,y\rangle\rvert \le \lVert x\rVert_2\lVert y\rVert_2$ with its equality case, the triangle inequality for $\lVert\cdot\rVert_2$, the parallelogram law and polarisation
Used by
- Finite-budget pseudo-arclength continuation with a certified local corrector Algorithm
- A zero tangent angle makes the bordered corrector singular Example
- A regular solution curve has a unique local arclength chart and a quadratic predictor defect Lemma
- A simple fold has a unique local Lyapunov–Schmidt chart and nonzero parameter curvature Theorem
- A transverse pseudo-arclength section has a locally quadratic Newton corrector Theorem
Dependency tree · two levels
57 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Eugene L. Allgower and Kurt Georg, Numerical Continuation Methods: An Introduction, Springer Series in Computational Mathematics 13 (1990) (standard reference, not scraped)
- K. A. Cliffe, A. Spence, and S. J. Tavener, The numerical analysis of bifurcation problems with application to fluid mechanics, Acta Numerica 9 (2000), 39–131 (standard reference, not scraped)