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Perturbation Analysis of the Canonical Correlations of Matrix Pairs

Gene Howard Golub

出版	Pennsylvania State University, Department of Computer Science, 1993
URL	http://books.google.com.hk/books?id=vY6XHAAACAAJ&hl=&source=gbs_api

註釋

Abstract: "In this paper, we present a perturbation analysis of the canonical correlations of matrix pairs. Absolute perturbation bounds for normwise as well as componentwise perturbations are derived. We demonstrate by way of examples that small relative perturbation of the matrix pair does not necessarily imply small relative perturbation in its canonical correlations, and we identify a class of matrix pairs for which good relative perturbation bounds can be derived."