Perturbation bounds on the polar decomposition |
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Authors: | Anders Barrlund |
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Institution: | (1) Institute of Information Processing, University of Umeå, S-90187 Umeå, Sweden |
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Abstract: | The polar decomposition of ann ×n-matrixA takes the formA=MH whereM is orthogonal andH is symmetric and positive semidefinite. This paper presents strict bounds, (with no order terms), on the perturbations M, H ofM andH respectively, whenA is perturbed by A. The bounds on M can also be applied to the orthogonal Procrustes problem. |
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Keywords: | 15A45 |
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