%0 Report
%D 1998
%T Perturbation Theory for the Singular Value Decomposition
%A Stewart, G.W.
%K Technical Report
%X The singular value decomposition has a number of applications in digitalsignal processing. However, the the decomposition must be computed from a matrix consisting of both signal and noise. It is therefore important to be able to assess the effects of the noise on the singular values and singular vectors\,---\,a problem in classical perturbation theory. In this paper we survey the perturbation theory of the singular value decomposition. (Also cross-referenced as UMIACS-TR-90-124) Appeared in SVD and Signal Processing, II, R. J. Vacarro ed., Elsevier, Amsterdam, 1991.
%I Instititue for Advanced Computer Studies, Univ of Maryland, College Park
%V UMIACS-TR-90-124
%8 1998/10/15/
%G eng
%U http://drum.lib.umd.edu/handle/1903/552