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Truncated singular value decomposition is a reduced version of the singular value decomposition in which only a few largest singular values are retained. This paper presents a novel perturbation analysis for the truncated singular value decomposition
Externí odkaz:
http://arxiv.org/abs/2009.07542
Publikováno v:
Linear Algebra and its Applications. 627:94-139
Truncated singular value decomposition is a reduced version of the singular value decomposition in which only a few largest singular values are retained. This paper presents a novel perturbation analysis for the truncated singular value decomposition