Christos Boutsikas, Petros Drineas, Ilse C. F. Ipsen
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Abstract
SIAM Journal on Matrix Analysis and Applications, Volume 45, Issue 3, Page 1518-1540, September 2024. Abstract. We perturb a real matrix [math] of full column rank, and derive lower bounds for the smallest singular values of the perturbed matrix, in terms of normwise absolute perturbations. Our bounds, which extend existing lower-order expressions, demonstrate the potential increase in the smallest singular values and represent a qualitative model for the increase in the small singular values after a matrix has been downcast to a lower arithmetic precision. Numerical experiments confirm the qualitative validity of this model and its ability to predict singular values changes in the presence of decreased arithmetic precision.
期刊介绍：
The SIAM Journal on Matrix Analysis and Applications contains research articles in matrix analysis and its applications and papers of interest to the numerical linear algebra community. Applications include such areas as signal processing, systems and control theory, statistics, Markov chains, and mathematical biology. Also contains papers that are of a theoretical nature but have a possible impact on applications.
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