PERTURBATION-THEORY FOR THE ECKART-YOUNG-MIRSKY THEOREM AND THE CONSTRAINED TOTAL LEAST-SQUARES PROBLEM

Authors
WEI MS
Citation
Ms. Wei, PERTURBATION-THEORY FOR THE ECKART-YOUNG-MIRSKY THEOREM AND THE CONSTRAINED TOTAL LEAST-SQUARES PROBLEM, Linear algebra and its applications, 280(2-3), 1998, pp. 267-287
Citations number
18
Categorie Soggetti
Mathematics,Mathematics
Journal title
Linear algebra and its applications → ACNP
ISSN journal
00243795
Volume
280
Issue
2-3
Year of publication
1998
Pages
267 - 287
Database
ISI
SICI code
0024-3795(1998)280:2-3<267:PFTETA>2.0.ZU;2-3
Abstract
Golub et al. (Linear Algebra Appl. 88/89 (1987) 317-327), J. Demmel (S IAM J. Numer. Anal. 24 (1987) 199-206), generalized the Eckart-Young-M irsky (EYM) theorem, which solves the problem of approximating a matri x by one of lower rank with only a specific rectangular subset of the matrix allowed to be changed. Based on their results, this paper prese nts perturbation analysis for the EYM theorem and the constrained tota l least squares problem (CTLS). (C) 1998 Elsevier Science Inc. All rig hts reserved.