A Note on Backward Error Analysis of the Generalized Singular Value Decomposition
Xiaoshan Chen, Wen Li · SIAM Journal on Matrix Analysis and Applications · 2008
In terms of the generalized singular value decomposition, we define the generalized singular matrix sets and their backward errors. The explicit expressions of backward errors are derived, which extend a result of Sun [SIAM J. Matrix Anal. Appl., 22 (2000), pp. 323–341]. The results are illustrated by a numerical example.