Perturbation of the SVD in the presence of small singular values

✍ Scribed by Michael Stewart

• Publisher: Elsevier Science
• Year: 2006
• Tongue: English
• Weight: 258 KB
• Volume: 419
• Category: Article
• ISSN: 0024-3795
• DOI: 10.1016/j.laa.2006.04.013

✦ Synopsis

This paper gives SVD perturbation bounds and expansions that are of use when an m × n, m n matrix A has small singular values. The first part of the paper gives subspace bounds that are closely related to those of Wedin but are stated so as to isolate the effect of any small singular values to the left singular subspace. In the second part first and second order approximations are given for perturbed singular values. The subspace bounds are used to show that all approximations retain accuracy when applied to small singular values. The paper concludes by deriving a subspace bound for multiplicative perturbations and using that bound to give a simple approximation to a singular value perturbed by a multiplicative perturbation.