Singular Vector Perturbation Under Gaussian Noise
نویسنده
چکیده
We perform a non-asymptotic analysis on the singular vector distribution under Gaussian noise. In particular, we provide sufficient conditions on a matrix for its first few singular vectors to have near normal distribution. Our result can be used to facilitate the error analysis in linear dimension reduction.
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ورودعنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 36 شماره
صفحات -
تاریخ انتشار 2015