Perturbation Theory for the Singular Value Decomposition
| dc.contributor.author | Stewart, G. W. | en_US |
| dc.date.accessioned | 2004-05-31T22:21:24Z | |
| dc.date.available | 2004-05-31T22:21:24Z | |
| dc.date.created | 1990-09 | en_US |
| dc.date.issued | 1998-10-15 | en_US |
| dc.description.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. | en_US |
| dc.format.extent | 180989 bytes | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.uri | http://hdl.handle.net/1903/552 | |
| dc.language.iso | en_US | |
| dc.relation.isAvailableAt | Digital Repository at the University of Maryland | en_US |
| dc.relation.isAvailableAt | University of Maryland (College Park, Md.) | en_US |
| dc.relation.isAvailableAt | Tech Reports in Computer Science and Engineering | en_US |
| dc.relation.isAvailableAt | UMIACS Technical Reports | en_US |
| dc.relation.ispartofseries | UM Computer Science Department; CS-TR-2539 | en_US |
| dc.relation.ispartofseries | UMIACS; UMIACS-TR-90-124 | en_US |
| dc.title | Perturbation Theory for the Singular Value Decomposition | en_US |
| dc.type | Technical Report | en_US |