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- W3086536621 abstract "Truncated singular value decomposition is a reduced version of the singular value decomposition in which only a few largest singular values are retained. This paper presents a perturbation analysis for the truncated singular value decomposition for real matrices. In the first part, we provide perturbation expansions for the singular value truncation of order $r$. We extend perturbation results for the singular subspace decomposition to derive the first-order perturbation expansion of the truncated operator about a matrix with rank no less than $r$. Observing that the first-order expansion can be greatly simplified when the matrix has exact rank $r$, we further show that the singular value truncation admits a simple second-order perturbation expansion about a rank-$r$ matrix. In the second part of the paper, we introduce the first-known error bound on the linear approximation of the truncated singular value decomposition of a perturbed rank-$r$ matrix. Our bound only depends on the least singular value of the unperturbed matrix and the norm of the perturbation matrix. Intriguingly, while the singular subspaces are known to be extremely sensitive to additive noises, the proposed error bound holds universally for perturbations with arbitrary magnitude." @default.
- W3086536621 created "2020-09-21" @default.
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- W3086536621 date "2020-09-16" @default.
- W3086536621 modified "2023-09-27" @default.
- W3086536621 title "Perturbation expansions and error bounds for the truncated singular value decomposition" @default.
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