Multiplicative perturbation bounds for spectral and singular value decompositions

Authors:
Wen Li
Affiliations:
School of Mathematical Sciences, South China Normal University, Guangzhou 510631, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2008

Citing 4
Cited 1

Relative Perturbation Theory: I. Eigenvalue and Singular Value Variations

SIAM Journal on Matrix Analysis and Applications
Relative Perturbation Theory: II. Eigenspace and Singular Subspace Variations

SIAM Journal on Matrix Analysis and Applications
A note on the perturbation bounds of eigenspaces for Hermitian matrices

Journal of Computational and Applied Mathematics
Combined Perturbation Bounds: I. Eigensystems and Singular Value Decompositions

SIAM Journal on Matrix Analysis and Applications

Singularity, Wielandt's lemma and singular values

Journal of Computational and Applied Mathematics

Quantified Score

Hi-index	7.29

Visualization

Abstract

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.