Perturbation theory for the Eckart-Young-Mirsky theorem and the constrained total least squares problem (Q1808940): Difference between revisions
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English | Perturbation theory for the Eckart-Young-Mirsky theorem and the constrained total least squares problem |
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Perturbation theory for the Eckart-Young-Mirsky theorem and the constrained total least squares problem (English)
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22 May 2000
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A perturbation analysis is presented for partitioned rectangualr matrices \[ G_0= (D),\quad G_1= (C,D),\quad G_2= \begin{pmatrix} B\\ D\end{pmatrix}\quad\text{and}\quad G_3= \begin{pmatrix} A & B\\ C & D\end{pmatrix}, \] related to the Eckart-Young-Mirsky theorem. A perturbation analysis for the constrained total least squares problem is also presented.
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perturbation theory
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Eckart-Young-Mirsky theorem
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constrained total least squares problem
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