PERTURBATION ANALYSIS OF THE CANONICAL CORRELATIONS OF MATRIX PAIRS

Authors
GOLUB GH ZHA HY
Citation
Gh. Golub et Hy. Zha, PERTURBATION ANALYSIS OF THE CANONICAL CORRELATIONS OF MATRIX PAIRS, Linear algebra and its applications, 210, 1994, pp. 3-28
Citations number
30
Categorie Soggetti
Mathematics,Mathematics
Journal title
Linear algebra and its applications → ACNP
ISSN journal
00243795
Volume
210
Year of publication
1994
Pages
3 - 28
Database
ISI
SICI code
0024-3795(1994)210:<3:PAOTCC>2.0.ZU;2-O
Abstract
We present a perturbation analysis of the canonical correlations of ma trix pairs. Absolute perturbation bounds for normwise as well as compo nentwise perturbations are derived. We demonstrate by way of examples that small relative perturbation of a 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 perturbati on bounds can be derived under certain conditions.