Majorization bounds for SVD

DOI10.1007/S13160-018-0322-ZMaRDI QIDQ1630232zbMATHOpenAlexWikidataFDO

Authors Zhongming Teng, Xuansheng Wang

Publication date 7 December 2018

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13160-018-0322-z

zbMATH Keywords

majorizationsingular valuesingular vector

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Recommendations

• Accuracy of singular vectors obtained by projection-based SVD methods
• Majorzation and singular values
• Perturbation of the SVD in the presence of small singular values
• Majorization bounds for Ritz values of Hermitian matrices
• Additive relative perturbation bounds of singular subspaces

Cites work

• scientific article; zbMATH DE number 1049347 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• scientific article; zbMATH DE number 967931 (Why is no real title available?)
• A Jacobi--Davidson type SVD method
• A note on eigenvalues of perturbed Hermitian matrices
• A preconditioned hybrid SVD method for accurately computing singular triplets of large matrices
• A refined harmonic Lanczos bidiagonalization method and an implicitly restarted algorithm for computing the smallest singular triplets of large matrices
• Bounding the spectrum of large Hermitian matrices
• Bounds on Changes in Ritz Values for a Perturbed Invariant Subspace of a Hermitian Matrix
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Cluster-robust accuracy bounds for Ritz subspaces
• Computing singular values of large matrices with an inverse-free preconditioned Krylov subspace method
• Majorization and Singular Values II
• Rayleigh-Ritz majorization error bounds with applications to FEM

Cited in

(3)

• SGLT-MAJORIZATION ON Mn,m AND ITS LINEAR PRESERVERS
• Efficient bounds and estimates for canonical angles in randomized subspace approximations
• Accuracy of singular vectors obtained by projection-based SVD methods

Describes a project that uses

Uses Software

• PHSVDS

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