Sensitivity analysis for the generalized singular value decomposition

DOI10.1002/NLA.1829MaRDI QIDQ5397308zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

generalized singular value decompositionpartial derivativespencilsensitivity analysissingular 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)

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Cites work

• A Note on Backward Error Analysis of the Generalized Singular Value Decomposition
• Bounds on Perturbations of Generalized Singular Values and of Associated Subspaces
• Computing the Generalized Singular Value Decomposition
• Condition number and backward error for the generalized singular value decomposition
• Generalizing the Singular Value Decomposition
• scientific article; zbMATH DE number 4041158 (Why is no real title available?)
• scientific article; zbMATH DE number 4081738 (Why is no real title available?)
• scientific article; zbMATH DE number 4093657 (Why is no real title available?)
• scientific article; zbMATH DE number 69561 (Why is no real title available?)
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• scientific article; zbMATH DE number 3891550 (Why is no real title available?)
• Multiple eigenvalue sensitivity analysis
• On the sensitivity of multiple eigenvalues of nonsymmetric matrix pencils.
• Perturbation analysis for the eigenproblem of periodic matrix pairs
• Perturbation analysis of generalized singular subspaces
• Towards a Generalized Singular Value Decomposition

Cited in

(9)

• Sensitivity eigenanalysis for single shift-invariant subspace-based methods.
• A note on simple nonzero finite generalized singular values
• Sensitivity analysis for the generalized Cholesky factorization
• Sensitivity of principal Hessian direction analysis
• On worst-case condition numbers of a multiple nonzero finite generalized singular value
• A Note on a Result of Sun Ji-Guang: Sensitivity of the CS and GSV Decompositions
• scientific article; zbMATH DE number 4093657 (Why is no real title available?)
• Sensitivity analysis of nondifferentiable sums of singular values of rectangular matrices
• Randomized algorithms for generalized singular value decomposition with application to sensitivity analysis

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