Sensitivity analysis for the generalized singular value decomposition
Xiao Shan Chen, Wen Li · Numerical Linear Algebra with Applications · 2012
SUMMARY In this paper, we discuss the sensitivity of multiple nonzero finite generalized singular values and the corresponding generalized singular matrix set of a real matrix pair analytically dependent on several parameters. From our results, the partial derivatives of multiple nonzero singular values and their left and right singular vector matrices are obtained.Copyright © 2012 John Wiley & Sons, Ltd.