The probability of a subspace swap in the SVD

  • Authors:
  • J.K. Thomas;L.L. Scharf;D.W. Tufts

  • Affiliations:
  • Dept. of Electr. & Comput. Eng., Colorado Univ., Boulder, CO;-;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1995

Quantified Score

Hi-index 35.69

Visualization

Abstract

We extend the work of Tufts, Kot, and Vaccaro (TKV) published in 1980, to improve the analytical characterization of threshold breakdown in SVD methods. Our results sharpen the TKV results by lower bounding the probability of a subspace swap in the SVD. Our key theoretical result is the characteristic function for a random variable whose probability of exceeding zero bounds the probability of a threshold breakdown