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Perturbation bounds on the polar decomposition
Authors:Anders Barrlund
Institution:(1) Institute of Information Processing, University of Umeå, S-90187 Umeå, Sweden
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 perturbationsDeltaM,DeltaH ofM andH respectively, whenA is perturbed byDeltaA. The bounds onDeltaM can also be applied to the orthogonal Procrustes problem.
Keywords:15A45
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