Perturbation of the SVD in the presence of small singular values

DOI10.1016/J.LAA.2006.04.013zbMATH Open1111.65037OpenAlexW2018670063MaRDI QIDQ854854FDOQ854854

Authors: Michael Stewart 

Publication date: 7 December 2006

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2006.04.013

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zbMATH Keywords

singular values decompositionOverdetermined SystemsPerturbation TheoryPseudoinversesSingular subspace

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Cites Work

• The Rotation of Eigenvectors by a Perturbation. III
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• Perturbation bounds in connection with singular value decomposition
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• Relative Perturbation Theory: II. Eigenspace and Singular Subspace Variations
• Title not available (Why is that?)
• A second order perturbation expansion for small singular values
• A Second-Order Perturbation Expansion for the SVD

Cited In (23)

• A Schatten-\(q\) low-rank matrix perturbation analysis via perturbation projection error bound
• Structure and perturbation analysis of truncated SVDs for column-partitioned matrices
• Condition number of singular value: zero-structured and patterned case
• Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics
• A second order perturbation expansion for small singular values
• Small singular values can increase in lower precision
• A probability argument in favor of ignoring small singular values
• Majorization bounds for SVD
• Perturbation method for reanalysis of the matrix singular value decomposition
• An interval perturbation method for singular value decomposition (SVD) with unknown-but-bounded (UBB) parameters
• A locally optimal rank revealing product decomposition
• Singular numbers of contractions in spaces with an indefinite metric and Yamamoto's theorem
• Perturbation of linear forms of singular vectors under Gaussian noise
• Perturbation expansions and error bounds for the truncated singular value decomposition
• Harmonic mean iteratively reweighted least squares for low-rank matrix recovery
• Title not available (Why is that?)
• On a second-order expansion of the truncated singular subspace decomposition.
• Singular vectors under random perturbation
• First-Order Perturbation Analysis of Singular Vectors in Singular Value Decomposition
• Two-Parameter SVD: Coalescing Singular Values and Periodicity
• Numerical Rank Deficiency in Matrix Products
• Comparison of K-spectral set bounds on norms of functions of a matrix or operator
• Critical Points of the Singular Value Decomposition

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