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
收藏
页码：158 / 177
页数：20
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