Singular Vector Perturbation Under Gaussian Noise

DOI10.1137/130938177zbMath1315.15011arXiv1208.1811OpenAlexW2090454644MaRDI QIDQ5251755

Rongrong Wang

Publication date: 21 May 2015

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

Full work available at URL: https://arxiv.org/abs/1208.1811

zbMATH Keywords

singular value decompositionerror analysisGaussian noisesingular vectorlinear dimension reductionnonasymptotic analysis

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18)

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