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Results on the relative perturbation of the singular values of a matrix - MaRDI portal

Results on the relative perturbation of the singular values of a matrix (Q1317866)

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scientific article; zbMATH DE number 536865
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Results on the relative perturbation of the singular values of a matrix
scientific article; zbMATH DE number 536865

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    Results on the relative perturbation of the singular values of a matrix (English)
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    10 October 1994
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    Some relative bounds on perturbation of singular values are presented in this paper. The results are extensions of those by \textit{J. Demmel} and \textit{W. Kahan} [SIAM J. Sci. Stat. Comput. 11, No. 5, 873-912 (1990; Zbl 0705.65027)]. An improvement of the convergence criterion in the singular value decomposition algorithm results from the new relative bounds, however the improvement is not significantly helpful in practical computation.
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    perturbation bounds
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    convergence
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    singular value decomposition
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