Probabilistic perturbation bounds of matrix decompositions
Petko H. Petkov
Abstract:In this article, we determine probabilistic approximations of the entries of random perturbation matrices implementing the Markoff inequality. These approximations are used to derive with prescribed probability asymptotic componentwise perturbation bounds of some orthogonal and unitary matrix decompositions. We show that the probabilistic asymptotic bounds are significantly less conservative than the corresponding deterministic perturbation bounds. As case studies, we consider the determining of probabilistic … Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.