SINGULAR VECTOR PERTURBATION UNDER GAUSSIAN NOISE

被引：21

作者：

Wang, Rongrong ^{[1
]}

机构：

[1] Univ British Columbia, Dept Math, Vancouver, BC V6T 1Z2, Canada

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2015年 / 36卷 / 01期

关键词：

singular value decomposition; singular vector; Gaussian noise; nonasymptotic analysis; MODULATION CLASSIFICATION;

D O I：

10.1137/130938177

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We perform a nonasymptotic 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.

引用

页码：158 / 177

页数：20

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