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Name: | ||||||||||||
Miloslav Znojil | ||||||||||||
Reviewer number: | ||||||||||||
9689 | ||||||||||||
Email: | ||||||||||||
znojil@ujf.cas.cz | ||||||||||||
Item's zbl-Number: | ||||||||||||
DE 016 088 60X | ||||||||||||
Author(s): | ||||||||||||
Zhang, Zhenyue; Zha, Hongyuan | ||||||||||||
Shorttitle: | ||||||||||||
Structure and perturbation analysis of truncated SVD's for column-partitioned matrices | ||||||||||||
Source: | ||||||||||||
SIAM J. Matrix Anal. Appl. 22, No. 4, 1245-1262 (2001). | ||||||||||||
Classification: | ||||||||||||
Primary Classification: | ||||||||||||
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Secondary Classification: | ||||||||||||
Keywords:
| singular value decomposition; block-column partitioning; re-construction of SVD from sub-SVD's; perturbation analysis | Review: | An approximation of a matrix A by another matrix of a lower rank is usually controlled by the so called singular value decomposition (SVD) of A. In the context of several possible applications the paper assumes that A is partitioned in columns and the relation between SVD of A and of its block columns is discussed. In the first half of the text, the necessary and sufficient conditions of an exact correspondence (reconstruction) are listed. The second half of the paper analyzes the situation where these conditions are perturbatively broken. Then, the reconstruction of the truncated SVD of A from the truncated SVD's of its block columns is complemented by certain bounds and the analysis of the low-rank-plus-shift structure is performed in more detail. Remarks to the editors: |
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