Perturbation Theory for Simultaneous Bases of Singular Subspaces

被引:0
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作者
Froilán M. Dopico
Julio Moro
机构
[1] Universidad Carlos III,Departamento de Matemáticas
来源
BIT Numerical Mathematics | 2002年 / 42卷
关键词
Singular value decomposition; perturbation bounds; derivatives of orthogonal projections;
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摘要
New perturbation theorems are proved for simultaneous bases of singular subspaces of real matrices. These results improve the absolute bounds previously obtained in [6] for general (complex) matrices. Unlike previous results, which are valid only for the Frobenius norm, the new bounds, as well as those in [6] for complex matrices, are extended to any unitarily invariant matrix norm. The bounds are complemented with numerical experiments which show their relevance for the algorithms computing the singular value decomposition. Additionally, the differential calculus approach employed allows to easily prove new sin Θ perturbation theorems for singular subspaces which deal independently with left and right singular subspaces.
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页码:84 / 109
页数:25
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