A Second-Order Perturbation Expansion for the SVD

DOI10.1137/S0895479891224245zbMath0801.65037OpenAlexW2040214144MaRDI QIDQ4292691

Richard J. Vaccaro

Publication date: 4 December 1994

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479891224245

zbMATH Keywords

singular value decompositionperturbation expansionsingular vectorssignal processing algorithmsdirection finding algorithms

Mathematics Subject Classification ID

Related Items (9)

A Schatten-\(q\) low-rank matrix perturbation analysis via perturbation projection error bound ⋮ Perturbation of the SVD in the presence of small singular values ⋮ An interval perturbation method for singular value decomposition (SVD) with unknown-but-bounded (UBB) parameters ⋮ Distributed estimation of principal eigenspaces ⋮ Bias and covariance of the least squares estimate in a structured errors-in-variables problem ⋮ Perturbation expansions and error bounds for the truncated singular value decomposition ⋮ On a second-order expansion of the truncated singular subspace decomposition ⋮ Condition number of singular value: zero-structured and patterned case ⋮ Singular Vector Perturbation Under Gaussian Noise

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