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

DOI10.1137/0721013MaRDI QIDQ3709785zbMATH OpenOpenAlexFDO

Authors Christopher C. Paige

Publication date 1984

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0721013

zbMATH Keywords

CS decompositionsensitivitysingular value deocomposition

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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(8)

• Algebraic relations between the total least squares and least squares problems with more than one solution
• Perturbation analysis of the canonical subspaces
• Perturbation analysis of the canonical correlations of matrix pairs
• Rank decisions in matrix quotient decompositions
• On the explicit expression of chordal metric between generalized singular values of Grassmann matrix pairs with applications
• Sensitivity analysis for the generalized singular value decomposition
• The Joint Bidiagonalization of a Matrix Pair with Inaccurate Inner Iterations
• Characterizing GSVD by singular value expansion of linear operators and its computation

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