Bounds on Perturbations of Generalized Singular Values and of Associated Subspaces
Ren‐Cang Li · SIAM Journal on Matrix Analysis and Applications · 1993
The sensitivity of the generalized singular value decomposition of a matrix pair to perturbations in the matrix elements is analysed. It is shown how the chordal distances between the singular values and the angular distance between the generalized singular spaces can be bounded in terms of the angular distances between the matrices. The main results are generalizations of several results on the standard singular value problem.