Sensitivity analysis for the generalized singular value decomposition

DOI10.1002/NLA.1829zbMATH Open1289.15041OpenAlexW2154195460MaRDI QIDQ5397308FDOQ5397308

Authors: Xiao Chen Shan, Wen Li 

Publication date: 19 February 2014

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.1829

Recommendations

• A note on simple nonzero finite generalized singular values
• Perturbation method for reanalysis of the matrix singular value decomposition
• scientific article; zbMATH DE number 4093657
• A Note on a Result of Sun Ji-Guang: Sensitivity of the CS and GSV Decompositions
• Sensitivity analysis of nondifferentiable sums of singular values of rectangular matrices

zbMATH Keywords

sensitivity analysispartial derivativespencilgeneralized singular value decompositionsingular matrix set

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Matrix pencils (15A22) Matrices over function rings in one or more variables (15A54)

Cites Work

• Title not available (Why is that?)
• Generalizing the Singular Value Decomposition
• Towards a Generalized Singular Value Decomposition
• Title not available (Why is that?)
• Computing the Generalized Singular Value Decomposition
• Perturbation analysis for the eigenproblem of periodic matrix pairs
• Multiple eigenvalue sensitivity analysis
• Title not available (Why is that?)
• On the sensitivity of multiple eigenvalues of nonsymmetric matrix pencils.
• Title not available (Why is that?)
• Bounds on Perturbations of Generalized Singular Values and of Associated Subspaces
• Title not available (Why is that?)
• Title not available (Why is that?)
• Perturbation analysis of generalized singular subspaces
• Condition number and backward error for the generalized singular value decomposition
• A Note on Backward Error Analysis of the Generalized Singular Value Decomposition

Cited In (9)

• Title not available (Why is that?)
• Sensitivity analysis of nondifferentiable sums of singular values of rectangular matrices
• Randomized algorithms for generalized singular value decomposition with application to sensitivity analysis
• A Note on a Result of Sun Ji-Guang: Sensitivity of the CS and GSV Decompositions
• On worst-case condition numbers of a multiple nonzero finite generalized singular value
• A note on simple nonzero finite generalized singular values
• Sensitivity eigenanalysis for single shift-invariant subspace-based methods.
• Sensitivity of principal Hessian direction analysis
• Sensitivity analysis for the generalized Cholesky factorization

This page was built for publication: Sensitivity analysis for the generalized singular value decomposition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5397308)