Singular Vector Perturbation Under Gaussian Noise

نویسنده

  • Rongrong Wang
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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عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 36  شماره 

صفحات  -

تاریخ انتشار 2015