PERTURBATION METHOD FOR REANALYSIS OF THE MATRIX SINGULAR VALUE DECOMPOSITION

The perturbation method for the reanalysis of the singular value decomposition(SVD)of general real matrices is presented in this paper.This is a simple but efficientreanalysis technique for the SVD,which is of great worth to enhance computationalefficiency of the iterative analysis problems that require matrix singular valuedecomposition repeatedly.The asymptotic estimate formulas for the singular values and thecorresponding left and right singular vectors up to second-order perturbation componentsare derived.At the end of the paper the way to extend the perturbation method to the case ofgeneral complex matrices is advanced.