Sensitivity analysis for the SR decomposition
Ze-Jia Xie, Wen Li · Linear and Multilinear Algebra · 2014
The explicit expressions for the condition numbers and the first-order perturbation bounds for both factors R and S of the SR decomposition are presented by using the operator. The new first-order bounds are sharper than those previous results given by Bhatia and Chang. Besides, we also give the rigorous perturbation bounds for these two factors. The first-order terms of the rigorous bounds are the same as the first-order perturbation bounds given by Bhatia.