PERTURBATION BOUNDS ON THE POLAR DECOMPOSITION

被引:29
|
作者
BARRLUND, A [1 ]
机构
[1] UMEA UNIV,INST INFORMAT PROC,S-90187 UMEA,SWEDEN
来源
BIT | 1990年 / 30卷 / 01期
关键词
AMS Subject Classifications: 15A45; Perturbation bounds; Polar decomposition; Positive semidefinite; Procrustes;
D O I
10.1007/BF01932136
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
The polar decomposition of an n ×n-matrix A takes the form A=MH where M is orthogonal and H is symmetric and positive semidefinite. This paper presents strict bounds, (with no order terms), on the perturbations ΔM, ΔH of M and H respectively, when A is perturbed by ΔA. The bounds on ΔM can also be applied to the orthogonal Procrustes problem. © 1990 BIT Foundations.
引用
收藏
页码:101 / 113
页数:13
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