BIT Numerical Mathematics

, Volume 30, Issue 1, pp 101–113 | Cite as

Perturbation bounds on the polar decomposition

  • Anders Barrlund
Part II Numerical Mathematics

Abstract

The polar decomposition of ann ×n-matrixA takes the formA=MH whereM is orthogonal andH is symmetric and positive semidefinite. This paper presents strict bounds, (with no order terms), on the perturbationsΔM,ΔH ofM andH respectively, whenA is perturbed byΔA. The bounds onΔM can also be applied to the orthogonal Procrustes problem.

AMS Subject Classifications

15A45 

Keywords

Polar decomposition Perturbation bounds Positive semidefinite Procrustes 

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Copyright information

© BIT Foundations 1990

Authors and Affiliations

  • Anders Barrlund
    • 1
  1. 1.Institute of Information ProcessingUniversity of UmeåUmeåSweden

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