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STRUCTURE AND PERTURBATION ANALYSIS OF TRUNCATED SVDs FOR COLUMN-PARTITIONED MATRICES.

Authors :
Zhenyue Zhang
Hongyuan Zha
Source :
SIAM Journal on Matrix Analysis & Applications; 2001, Vol. 22 Issue 4, p1245-1262, 18p
Publication Year :
2001

Abstract

In this paper we study truncated SVDs for column-partitioned matrices. In particular, we analyze the relation between the truncated SVDs of a matrix and the truncated SVDs of its submatrices. We give necessary and sufficient conditions under which a truncated SVD of a matrix can be constructed from those of its submatrices. We then present perturbation analysis to show that an approximate truncated SVD can still be computed even if the given necessary and sufficient conditions are only approximately satisfied. We also apply our general results to a class of matrices with the so-called low-rank-plus-shift structure. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
08954798
Volume :
22
Issue :
4
Database :
Complementary Index
Journal :
SIAM Journal on Matrix Analysis & Applications
Publication Type :
Academic Journal
Accession number :
13214456
Full Text :
https://doi.org/10.1137/S0895479899357875