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| Title: | Perturbation Theory for the Singular Value Decomposition |
| Authors: | Stewart, G. W. |
| Type: | Technical Report |
| Issue Date: | 15-Oct-1998 |
| Series/Report no.: | UM Computer Science Department; CS-TR-2539
UMIACS; UMIACS-TR-90-124 |
| Abstract: | The singular value decomposition has a number of applications in digital
signal processing. However, the the decomposition must be computed from a
matrix consisting of both signal and noise. It is therefore important to
be able to assess the effects of the noise on the singular values and
singular vectors\,---\,a problem in classical perturbation theory. In
this paper we survey the perturbation theory of the singular value
decomposition.
(Also cross-referenced as UMIACS-TR-90-124)
Appeared in SVD and Signal Processing, II, R. J. Vacarro ed.,
Elsevier, Amsterdam, 1991. |
| URI: | http://hdl.handle.net/1903/552 |
| Appears in Collections: | Technical Reports of the Computer Science Department
Technical Reports from UMIACS
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