A Note on a Result of Sun Ji-Guang: Sensitivity of the CS and GSV Decompositions
Christopher C. Paige · SIAM Journal on Numerical Analysis · 1984
In [SIAM J. Numer. Anal., 20 (1983), PP. 611–625] Sun Ji-Guang gives a perturbation analysis of a generalized singular value decomposition. This note rephrases some of his ideas and derives an improved version of one of his results using Straightforward matrix ideas. Some elaboration is given on the meaning of the result, and the analysis is extended to cover the case of most usual interest to the numerical analyst.