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单词 NeumannSeries
释义

Neumann series


If A is a square matrixMathworldPlanetmath, A<1, then I-A is nonsingular and(I-A)-1=I+A+A2+=k=0Ak. This is the Neumann series.
It provides approximations of (I-A)-1when A has entries of small magnitude.For example, a first-order approximation is (I-A)-1I+A.
It is obvious that this is a generalizationPlanetmathPlanetmath of the geometric seriesMathworldPlanetmath.

References

  • 1 Carl D. Meyer, Matrix Analysis and Applied Linear Algebra.
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