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In this paper, we study the perturbation of the extreme singular values of a matrix in the particular case where it is obtained after appending an arbitrary column vector. Such results have many applications in bifurcation theory, signal…

Spectral Theory · Mathematics 2014-12-17 Stephane Chretien , Sebastien Darses

Matrix perturbation bounds play an essential role in the design and analysis of spectral algorithms. In this paper, we use a "contour bootstrapping" argument to derive several new perturbation bounds. As applications, we discuss new bounds…

Numerical Analysis · Mathematics 2024-10-22 Phuc Tran , Van Vu

The variation of spectral subspaces for linear self-adjoint operators under an additive bounded off-diagonal perturbation is studied. To this end, the optimization approach for general perturbations in [J. Anal. Math., to appear;…

Spectral Theory · Mathematics 2016-07-28 Albrecht Seelmann

This paper derives a perturbation bound on the optimal subspace estimator obtained from a subset of its canonical projections contaminated by noise. This fundamental result has important implications in matrix completion, subspace…

Machine Learning · Statistics 2022-06-30 Karan Srivastava , Daniel L. Pimentel-Alarcón

A new error bound for the linear complementarity problem when the matrix involved is a B-matrix is presented, which improves the corresponding result in [C.Q. Li et al., A new error bound for linear complementarity problems for B-matrices.…

Numerical Analysis · Mathematics 2016-10-21 Lei Gao , Chaoqian Li

We develop deterministic perturbation bounds for singular values and vectors of orthogonally decomposable tensors, in a spirit similar to classical results for matrices such as those due to Weyl, Davis, Kahan and Wedin. Our bounds…

Numerical Analysis · Mathematics 2022-01-24 Arnab Auddy , Ming Yuan

For a fixed symmetric matrix A and symmetric perturbation E we develop purely deterministic bounds on how invariant subspaces of A and A+E can differ when measured by a suitable "row-wise" metric rather than via traditional measures of…

Numerical Analysis · Mathematics 2020-06-22 Anil Damle , Yuekai Sun

Using linear projections one gets new inequalities for the successive minima of the lattice of sections of an hermitian line bundle on an arithmetic surface.

Algebraic Geometry · Mathematics 2008-12-18 C. Soule

We describe an algorithm that, given any full-rank matrix A having fewer rows than columns, can rapidly compute the orthogonal projection of any vector onto the null space of A, as well as the orthogonal projection onto the row space of A,…

Numerical Analysis · Computer Science 2011-05-26 Vladimir Rokhlin , Mark Tygert

This paper studies the Schatten-$q$ error of low-rank matrix estimation by singular value decomposition under perturbation. We specifically establish a perturbation bound on the low-rank matrix estimation via a perturbation projection error…

Numerical Analysis · Mathematics 2021-08-16 Yuetian Luo , Rungang Han , Anru R. Zhang

The merit of projecting data onto linear subspaces is well known from, e.g., dimension reduction. One key aspect of subspace projections, the maximum preservation of variance (principal component analysis), has been thoroughly researched…

Machine Learning · Computer Science 2022-09-27 Erik Thordsen , Erich Schubert

We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory. This new approach shows that the orthogonal polynomials with…

Probability · Mathematics 2022-09-23 Xiucai Ding , Thomas Trogdon

A new error bound for the linear complementarity problem is given when the involved matrix is a B-matrix. It is shown that this bound is sharper than some previous bounds [C.Q. Li, Y.T. Li. Note on error bounds for linear complementarity…

Numerical Analysis · Mathematics 2016-03-01 Chaoqian Li , Mengting Gan , Shaorong Yang

We consider the problem of projecting a convex set onto a subspace, or equivalently formulated, the problem of computing a set obtained by applying a linear mapping to a convex feasible set. This includes the problem of approximating convex…

Optimization and Control · Mathematics 2024-12-11 Gabriela Kováčová , Birgit Rudloff

We consider the minimum distance projection in the $L_2$-norm from an arbitrary point in an $n$-dimensional, Euclidian space onto the canonical simplex. It is shown that this problem reduces to a univariate problem that can be solved by a…

Optimization and Control · Mathematics 2024-04-02 Hans J. H. Tuenter

We prove that the set of orthogonal projections on a Hilbert space equipped with the length metric is $\frac\pi2$-geodesic. As an application, we consider the problem of variation of spectral subspaces for bounded linear self-adjoint…

Spectral Theory · Mathematics 2010-07-12 Konstantin A. Makarov , Albrecht Seelmann

Interesting data often concentrate on low dimensional smooth manifolds inside a high dimensional ambient space. Random projections are a simple, powerful tool for dimensionality reduction of such data. Previous works have studied bounds on…

Machine Learning · Statistics 2016-09-13 Subhaneil Lahiri , Peiran Gao , Surya Ganguli

We consider the problem of variation of spectral subspaces for linear self-adjoint operators under off-diagonal perturbations. We prove a number of new optimal results on the shift of the spectrum and obtain (sharp) estimates on the norm of…

Spectral Theory · Mathematics 2007-07-23 Vadim Kostrykin , Konstantin A. Makarov , Alexander K. Motovilov

In this paper, we derive new relative perturbation bounds for eigenvectors and eigenvalues for regular quadratic eigenvalue problems of the form $\lambda^2 M x + \lambda C x + K x = 0$, where $M$ and $K$ are nonsingular Hermitian matrices…

Numerical Analysis · Mathematics 2021-04-02 Peter Benner , Xin Liang , Suzana Miodragović , Ninoslav Truhar

Matrix perturbation bounds (such as Weyl and Davis-Kahan) are used abundantly in many areas of mathematics and data science. Many bounds (such as the above two) involve the spectral norm of the noise matrix and are sharp in worst case…

Spectral Theory · Mathematics 2026-01-27 Phuc Tran , Van Vu
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