Results on the relative perturbation of the singular values of a matrix

DOI10.1007/BF01990540MaRDI QIDQ1317866zbMATH OpenFDO

Authors Giovanni Di Lena, R. Peluso, Giuseppe Piazza

Publication date 10 October 1994

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01990540

zbMATH Keywords

convergenceperturbation boundssingular value decomposition

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

Some relative bounds on perturbation of singular values are presented in this paper. The results are extensions of those by \textit{J. Demmel} and \textit{W. Kahan} [SIAM J. Sci. Stat. Comput. 11, No. 5, 873-912 (1990; Zbl 0705.65027)]. An improvement of the convergence criterion in the singular value decomposition algorithm results from the new relative bounds, however the improvement is not significantly helpful in practical computation.

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Cites work

• Accurate Singular Values of Bidiagonal Matrices
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
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• Jacobi’s Method is More Accurate than QR
• Matrix Analysis
• Results on the relative perturbation of the singular values of a matrix

Cited in

(17)

• On the condition of nearly singular matrices under rank-1 perturbations
• Perturbation method for reanalysis of the matrix singular value decomposition
• Results on the relative perturbation of the singular values of a matrix
• Relative perturbation theory. IV: \(\sin 2\theta\) theorems
• Expression for the perturbation of the weighted Moore-Penrose inverse
• A new relative perturbation theorem for singular subspaces
• Relative perturbation theory for hyperbolic singular value problem
• Exponential splittings of products of matrices and accurately computing singular values of long products
• Accelerating the SVD block-Jacobi method
• scientific article; zbMATH DE number 4006438 (Why is no real title available?)
• First-Order Perturbation Analysis of Singular Vectors in Singular Value Decomposition
• Residual bounds for some or all singular values
• Relative Perturbation Techniques for Singular Value Problems
• Perturbation bounds for singular values of matrices with singletons
• Bounds for the relative change of singular values of a real matrix
• Perturbation and Location of the Singular Values of Symmetrically Scaled Matrices
• Perturbation of the SVD in the presence of small singular values

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