Related papers: On the perturbation of an $L^2$-orthogonal project…
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…
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…
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;…
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…
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.…
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…
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…
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.
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,…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…