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Sensitivity analysis for the generalized singular value decomposition
Author(s) -
Chen Xiao Shan,
Li Wen
Publication year - 2013
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.1829
Subject(s) - mathematics , singular value , singular value decomposition , sensitivity (control systems) , singular solution , matrix (chemical analysis) , singular spectrum analysis , set (abstract data type) , pure mathematics , mathematical analysis , algorithm , eigenvalues and eigenvectors , computer science , electronic engineering , engineering , physics , materials science , quantum mechanics , composite material , programming language
SUMMARY In this paper, we discuss the sensitivity of multiple nonzero finite generalized singular values and the corresponding generalized singular matrix set of a real matrix pair analytically dependent on several parameters. From our results, the partial derivatives of multiple nonzero singular values and their left and right singular vector matrices are obtained.Copyright © 2012 John Wiley & Sons, Ltd.