@Article{JCM-4-3, author = {}, title = {The Perturbation Analysis of the Product of Singular Vector Matrices $UV^T$}, journal = {Journal of Computational Mathematics}, year = {1986}, volume = {4}, number = {3}, pages = {245--248}, abstract = {

Let A be an $n\times n$ nonsingular real matrix, which has singular value decomposition $A=U\sum V^T$. Assume A is perturbed to $\tilde{A}$ and $\tilde{A}$ has singular value decomposition $\tilde{A}=\tilde{U}\tilde{\sum}\tilde{V}^T$. It is proved that $\|\tilde{U}\tilde{V}^T-UV^T\|_F\leq \frac{2}{\sigma_n}\|\tilde{A}-A\|_F$, where $\sigma_n$ is the minimum singular value of A; $\|\dot\|_F$ denotes the Frobenius norm and $n$ is the dimension of A.
This inequality is applicable to the computational error estimation of orthogonalization of a matrix, especially in the strapdown inertial navigation system.

}, issn = {1991-7139}, doi = {https://doi.org/1986-JCM-9585}, url = {https://global-sci.com/article/86218/the-perturbation-analysis-of-the-product-of-singular-vector-matrices-uvt} }