We derive an increasing sequence of lower bounds for the spectral radius of a matrix with real spectrum and progressively improved bounds for the largest singular value of a complex matrix. We also find estimates for the rank of normal matrices with real spectrum and for the rank of normal nonnegati
Multiplicative perturbation bounds for spectral and singular value decompositions
โ Scribed by Wen Li
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 159 KB
- Volume
- 217
- Category
- Article
- ISSN
- 0377-0427
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โฆ Synopsis
Let H be a Hermitian matrix, and H = D * H D 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.
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