Singular Vector Perturbation under Gaussian Noise
Numerical Analysis
2014-12-12 v3 Statistics Theory
Statistics Theory
Abstract
We perform a non-asymptotic analysis on the singular vector distribution under Gaussian noise. In particular, we provide sufficient conditions on a matrix for its first few singular vectors to have near normal distribution. Our result can be used to facilitate the error analysis in linear dimension reduction.
Cite
@article{arxiv.1208.1811,
title = {Singular Vector Perturbation under Gaussian Noise},
author = {Rongrong Wang},
journal= {arXiv preprint arXiv:1208.1811},
year = {2014}
}