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Perturbation theory for the Eckart-Young-Mirsky theorem and the constrained total least squares problem

✍ Scribed by Musheng Wei

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 972 KB
Volume: 280
Category: Article
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(98)10018-6

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✦ Synopsis

Golub et al. (Linear Algebra Appl. 88/89 (1987)

317-327) J.Demmel (SIAM J. Numer. Anal. 24 (1987) 199-206), generalized the Eckart-Young-Mirsky (EYM) theorem, which solves the problem of approximating a matrix by one of lower rank with only a specific rectangular subset of the matrix allowed to be changed. Based on their results, this paper presents perturbation analysis for the EYM theorem and the constrained total least squares problem (CTLS).