Multiplicative perturbation bounds for spectral and singular value decompositions
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摘要
Let H be a Hermitian matrix, and H˜=D*HD be its perturbed matrix. In this paper, the multiplicative perturbations for both spectral decompositions and singular value decompositions are studied and some new perturbation bounds for these decompositions are presented. Our results improve some existing bounds.
论文关键词:65F10,65F15,65F35,Spectral decomposition,Singular value decomposition,Perturbation bound
论文评审过程:Received 26 November 2006, Revised 28 June 2007, Available online 10 July 2007.
论文官网地址:https://doi.org/10.1016/j.cam.2007.06.032