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Results tagged with perturbation
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user 22569
2
votes
Perturbation bound for SVD (denoising for a low-rank matrix)
A simple argument shows that such a bound exists. We have
\begin{align}
||\hat A_r - A||_F &\le \sqrt{2r} ||\hat A_r - A||_2 \\
&\le \sqrt{2r} (||\hat A_r - \hat A||_2 + ||\hat A - A||_2)\\
& \le 2\sq …
- 371