PERTURBATION ANALYSIS OF THE CANONICAL SUBSPACES

Authors
WEI MS DEPIERRO AR
Citation
Ms. Wei et Ar. Depierro, PERTURBATION ANALYSIS OF THE CANONICAL SUBSPACES, Linear algebra and its applications, 279(1-3), 1998, pp. 135-151
Citations number
14
Categorie Soggetti
Mathematics,Mathematics
Journal title
Linear algebra and its applications → ACNP
ISSN journal
00243795
Volume
279
Issue
1-3
Year of publication
1998
Pages
135 - 151
Database
ISI
SICI code
0024-3795(1998)279:1-3<135:PAOTCS>2.0.ZU;2-M
Abstract
This paper presents a perturbation analysis of the canonical subspaces of a matrix pair (A,B). It is shown that if the perturbations in the matrices A, B do not change the ranks of each matrix, then the perturb ation bounds of the canonical subspaces depend upon the perturbations and the scaled condition numbers of the matrix pair, as well as upon t he gap of the corresponding canonical correlations. (C) 1998 Elsevier Science Inc. All rights reserved.