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A perturbation bound for the generalized polar decomposition
Authors:Ren-Cang Li
Affiliation:(1) Department of Mathematics, University of California at Berkeley, 94720 Berkeley, California, USA
Abstract:LetA be anm×n complex matrix. A decompositionA=QH is termed ageneralized polar decomposition ofA ifQ is anm×n subunitary matrix (sometimes also called a partial isometry) andH a positive semidefinite Hermitian matrix. It was proved that a nonzero matrixA isin Copfm×n has a unique generalized polar decompositionA=QH with the property Rscr(QH)=Rscr(H), whereQH denotes the conjugate transpose ofQ and Rscr(H) the column space ofH. The main result of this note is a perturbation bound forQ whenA is perturbed.
Keywords:15A45
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