A note on simple nonzero finite generalized singular values

DOI10.1016/J.LAA.2012.12.035MaRDI QIDQ1947103zbMATH OpenOpenAlexFDO

Authors Wei Ma, Zheng-Jian Bai

Publication date 12 April 2013

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2012.12.035

zbMATH Keywords

generalized singular valuespartial derivativessensitivity analysis

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18)

Review text

For a given pair of complex matrices depending analytically on several parameters, this paper presents explicit formulae for the first- and second-order partial derivatives of its simple non-zero finite generalized singular values. Expressions for the derivatives of the associated generalized singular vectors are also provided as well as some illustrative examples.

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Cites work

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Cited in

(3)

• A Note on a Result of Sun Ji-Guang: Sensitivity of the CS and GSV Decompositions
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