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Results tagged with perturbation
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user 22569
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Perturbation bound for SVD (denoising for a low-rank matrix)
Wedin's Theorem give bounds for the perturbation to the singular values and singular vectors, but this is not what I am interested in. … Combined with Weyl's bound for the perturbation to the singular value $\sigma_1(\hat A)\in [||A||-||E||, ||A||+||E||]$, we can obtain a bound for $||A-\hat A_1||_F \le C||E||$. …
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