Majorization bounds for SVD

DOI10.1007/S13160-018-0322-ZzbMATH Open1403.65019OpenAlexW2886567328WikidataQ129408852 ScholiaQ129408852MaRDI QIDQ1630232FDOQ1630232

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

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

zbMATH Keywords

majorizationsingular valuesingular vector

Mathematics Subject Classification ID

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

Cites Work

• A Preconditioned Hybrid SVD Method for Accurately Computing Singular Triplets of Large Matrices
• Title not available (Why is that?)
• Title not available (Why is that?)
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Title not available (Why is that?)
• Computing singular values of large matrices with an inverse-free preconditioned Krylov subspace method
• Bounding the spectrum of large Hermitian matrices
• A Jacobi--Davidson type SVD method
• A Refined Harmonic Lanczos Bidiagonalization Method and an Implicitly Restarted Algorithm for Computing the Smallest Singular Triplets of Large Matrices
• A note on eigenvalues of perturbed Hermitian matrices
• Rayleigh–Ritz Majorization Error Bounds with Applications to FEM
• Bounds on Changes in Ritz Values for a Perturbed Invariant Subspace of a Hermitian Matrix
• Majorization and Singular Values II
• Cluster-robust accuracy bounds for Ritz subspaces

Cited In (1)

• SGLT-MAJORIZATION ON Mn,m AND ITS LINEAR PRESERVERS

Uses Software

• PHSVDS

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