Perturbation Theory for Simultaneous Bases of Singular Subspaces |
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Authors: | Froilán M Dopico Julio Moro |
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Institution: | (1) Departamento de Matemáticas, Universidad Carlos III, Avda. de la Universidad, 30, 28911 Leganés, Madrid, Spain |
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Abstract: | New perturbation theorems are proved for simultaneous bases of singular subspaces of real matrices. These results improve the absolute bounds previously obtained in 6] for general (complex) matrices. Unlike previous results, which are valid only for the Frobenius norm, the new bounds, as well as those in 6] for complex matrices, are extended to any unitarily invariant matrix norm. The bounds are complemented with numerical experiments which show their relevance for the algorithms computing the singular value decomposition. Additionally, the differential calculus approach employed allows to easily prove new sin perturbation theorems for singular subspaces which deal independently with left and right singular subspaces. |
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Keywords: | Singular value decomposition perturbation bounds derivatives of orthogonal projections |
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