A highly accurate computation of the singular values of a matrix is a topic of current interest in the literature. In this paper we develop general bounds on relative perturbation of singular values. These bounds permit slight improvements in a unified derivation of some previous inequalities. The main result is a better criterion to neglect off-diagonal elements in the bidiagonal singular values decomposition.
Results on the relative perturbation of the singular values of a matrix / di Lena, G.; Peluso, R. I.; Piazza, G.. - In: BIT. - ISSN 0006-3835. - STAMPA. - 33:4(1993), pp. 647-653. [10.1007/BF01990540]
Results on the relative perturbation of the singular values of a matrix
G. Piazza
1993-01-01
Abstract
A highly accurate computation of the singular values of a matrix is a topic of current interest in the literature. In this paper we develop general bounds on relative perturbation of singular values. These bounds permit slight improvements in a unified derivation of some previous inequalities. The main result is a better criterion to neglect off-diagonal elements in the bidiagonal singular values decomposition.File in questo prodotto:
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