A backward error for the inverse singular value problem (Q977423)
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English | A backward error for the inverse singular value problem |
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A backward error for the inverse singular value problem (English)
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22 June 2010
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The author deals with the following inverse singular value problem: given \( m\times n\) \ complex matrices \(A_{0},A_{1},\dots,A_{N}\) and nonnegative real numbers \(\sigma _{1}^{\ast }\geq \sigma _{2}^{\ast }\geq \dots\geq \sigma _{N}^{\ast }\geq 0,\) find \(c=(c_{1},\dots,c_{N})\) with complex components such that \(c_{0}A_{0}+c_{1}A_{1}+\dots +c_{N}A_{N}\simeq \left( \begin{matrix} \Sigma \\ 0 \end{matrix} \right) \) and \(\Sigma =\mathrm{diag}(\sigma _{1}^{\ast },\sigma _{2}^{\ast },\dots,\sigma _{n}^{\ast }).\) The author provides an explicit expression for the backward error only, assuming that an approximate solution of the problem is already known. Presented results extend the approach about the backward error for the inverse eigenvalue problem by \textit{J.G. Sun} [Numer. Math. 82, No. 2, 339--349 (1999; Zbl 0939.65061)]. The only Theorem is proved in details and is followed by a numerical example.
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inverse singular value problem
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backward error
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