| PERTURBATION METHOD FOR REANALYSIS OF THE MATRIX SINGULAR VALUE DECOMPOSITION |
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| 作者姓名： | 吕振华 冯振东 |
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| 作者单位： | Jilin University of Technology，Changchun，Jilin University of Technology，Changchun |
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| 摘 要： | The perturbation method for the reanalysis of the singular value decomposition(SVD)of general real matrices is presented in this paper.This is a simple but efficientreanalysis technique for the SVD,which is of great worth to enhance computationalefficiency of the iterative analysis problems that require matrix singular valuedecomposition repeatedly.The asymptotic estimate formulas for the singular values and thecorresponding left and right singular vectors up to second-order perturbation componentsare derived.At the end of the paper the way to extend the perturbation method to the case ofgeneral complex matrices is advanced.
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| 收稿时间： | 29 June 1989 |
Perturbation method for reanalysis of the matrix singular value decomposition |
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| Lü Zhen-hua,Feng Zhen-dong.PERTURBATION METHOD FOR REANALYSIS OF THE MATRIX SINGULAR VALUE DECOMPOSITION[J].Applied Mathematics and Mechanics(English Edition),1991,12(7):705-715. |
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| Authors: | Lü Zhen-hua Feng Zhen-dong |
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| Institution: | (1) Jilin University of Technology, Changchun |
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| Abstract: | The perturbation method for the reanalysis of the singular value decomposition (SVD) of general real matrices is presented in this paper. This is a simple but efficient reanalysis technique for the SVD, which is of great worth to enhance computational efficiency of the iterative analysis problems that require matrix singular value decomposition repeatedly. The asymptotic estimate formulas for the singular values and the corresponding left and right singular vectors up to second-order perturbation components are derived. At the end of the paper the way to extend the perturbation method to the case of general complex matrices is advanced. |
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| Keywords: | matrix algebra singular value decomposition reanalysis perturbation method |
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