Perturbation analysis of the canonical correlations of matrix pairs (Q1338505): Difference between revisions

A perturbation analysis of the canonical correlation of matrix pairs is presented. Absolute perturbation bounds for normwise as well as componentwise perturbations are established. Examples are presented to exhibit that small relative perturbation of a matrix pair does not necessarily imply small relative perturbation in its canonical correlations. A class of matrix pairs for which good relative perturbation bounds can be derived under certain conditions is identified.