Perturbation Analysis for the Generalized Singular Value Problem
Jiguang Sun · SIAM Journal on Numerical Analysis · 1983
This paper discusses perturbation bounds for generalized singular values and for subspaces associated with the generalized singular value decomposition of two matrices having the same number of columns. By a limiting procedure from our results we can derive those for the ordinary singular value problem which were proved by L. Mirsky [Quart. J. Math. Oxford, 11 (1960), pp. 50–59] and P.-Å. Wedin [BIT, 12 (1972), pp. 99–111].