Perturbation method for reanalysis of the matrix singular value decomposition
The perturbation method for the reanalysis of the singular value decomposition of general real matrices is discussed. Asymptotic estimate formulas for the singular values, the left, and right singular vectors up to second order perturbation components are derived. Some remarks concerning the extension of the perturbation method to the case of general complex matrices are given.
scientific article; zbMATH DE number 61785