Multiplicative perturbation bounds for spectral and singular value decompositions

作者：Li; Wen

来源：Journal of Computational and Applied Mathematics, 2008, 217(1): 243-251.

DOI：10.1016/j.cam.2007.06.032

• spectral decomposition
• singular value decomposition
• perturbation bound

Let H be a Hermitian matrix, and (H) over tilde = 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.

• 出版日期2008-7-15
• 单位华南师范大学