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On the matrix form of Kronecker lemma

João Lita da SilvaAntónio Manuel Oliveira — 2009

Discussiones Mathematicae Probability and Statistics

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.

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