Perturbation Theory for the SingularValue
نویسنده
چکیده
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 eeects 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. 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 eeects 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.
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