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Intelligent systems. Theory and applications, 2023, Volume 27, Issue 1, Pages 1–16
(Mi ista496)
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This article is cited in 1 scientific paper (total in 1 paper)
Part 1. General problems of the intellectual systems theory
Relationship between accuracy of singular value decomposition and distribution of singular values
I. Yu. Drozdov, D. V. Parfenov MIREA — Russian Technological University, Moscow
Abstract:
Using numerical experiments we demonstrated that accuracy of numerical singular value decomposition (SVD) is affected not only by condition number of the matrix, but also by distribution of singular values in the matrix spectrum. We note that widely used relative norm error of SVD result might be insufficient and propose an alternative metric based on root-mean-squared relative error.
Keywords:
singular value decomposition, SVD, condition number, matrix spectrum, numerical stability.
Citation:
I. Yu. Drozdov, D. V. Parfenov, “Relationship between accuracy of singular value decomposition and distribution of singular values”, Intelligent systems. Theory and applications, 27:1 (2023), 1–16
Linking options:
https://www.mathnet.ru/eng/ista496 https://www.mathnet.ru/eng/ista/v27/i1/p1
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