Combined perturbation bounds: II. Polar decompositions

被引:0
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作者
Wen Li
Wei-wei Sun
机构
[1] South China Normal University,School of Mathematical Sciences
[2] City University of Hong Kong,Department of Mathematics
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polar decomposition; perturbation; singular value; 65F10; 15A18; 05C87;
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摘要
In this paper, we study the perturbation bounds for the polar decomposition A = QH where Q is unitary and H is Hermitian. The optimal (asymptotic) bounds obtained in previous works for the unitary factor, the Hermitian factor and singular values of A are σr2‖ΔQ‖F2 ⩽ ‖ΔA‖F2, 1/2‖ΔH‖F2 ⩽ ‖ΔA‖F2 and ‖ΔΣ‖F2 ⩽ ‖ΔA‖F2, respectively, where Σ = diag(σ1, σ2, …, σr, …, 0 ) is the singular value matrix of A and σr denotes the smallest nonzero singular value. Here we present some new combined (asymptotic) perturbation bounds σr2‖ΔQ‖F2+1/2‖ΔH‖F2 ⩽ ‖ΔA‖F2 and σr2‖ΔQ‖F2+‖ΔΣ‖F2 ⩽ ‖ΔA‖F2 which are optimal for each factor. Some corresponding absolute perturbation bounds are also given.
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页码:1339 / 1346
页数:7
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