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Condition number and backward error for the generalized singular value decomposition
Umeå University, Faculty of Science and Technology, Departement of Computing Science.
2000 (English)In: Siam Journal on Matrix Analysis and Applications, Vol. 22, no 2, 323-341 p.Article in journal (Refereed) Published
Abstract [en]

Let A, B be two matrices having the same number of columns, and let (A(T), B-T)(T) have full column rank. Certain normwise condition numbers for a finite generalized singular value (GSV) of the matrix pair {A, B} are defined, and explicit expressions of the condition numbers for a simple, nonzero GSV are derived. Moreover, a normwise backward error of {A, B} with respect to an approximate GSV and an associated approximate generalized singular vector group is also defined, and a computable formula of the backward error is obtained. The results are illustrated by numerical examples.

Place, publisher, year, edition, pages
2000. Vol. 22, no 2, 323-341 p.
Identifiers
URN: urn:nbn:se:umu:diva-22012ISBN: 0895-4798 OAI: oai:DiVA.org:umu-22012DiVA: diva2:212275
Available from: 2009-04-21 Created: 2009-04-21 Last updated: 2009-04-21

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CiteExportLink to record
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