Perturbation theory for the Eckart-Young-Mirsky theorem and the constrained total least squares problem

被引：17

作者：

Wei, MS ^{[1
]}

机构：

[1] E China Normal Univ, Dept Math, Shanghai 200062, Peoples R China

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 1998年 / 280卷 / 2-3期

关键词：

singular value; least squares; rank deficient; smallest perturbation;

D O I：

10.1016/S0024-3795(98)10018-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Golub et al. (Linear Algebra Appl. 88/89 (1987) 317-327), J. Demmel (SIAM J. Numer. Anal. 24 (1987) 199-206), generalized the Eckart-Young-Mirsky (EYM) theorem, which solves the problem of approximating a matrix by one of lower rank with only a specific rectangular subset of the matrix allowed to be changed. Based on their results, this paper presents perturbation analysis for the EYM theorem and the constrained total least squares problem (CTLS). (C) 1998 Elsevier Science Inc. All rights reserved.

引用

页码：267 / 287

页数：21

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