The probability of a subspace swap in the SVD

The probability of a subspace swap in the SVD Thomas, John K. ; Scharf, Louis L. ; Tufts, Donald W. "This work was supported by the Office of Naval Research, Mathematics Division, Arlington, VA, under contract # N00014-89-J-1070." In this paper we extend the work of Tufts, Kot, and Vaccaro (TKV) to improve the analytical characterization of threshold breakdown in SVD methods. Our results sharpen the TKV results by lower bounding the probability of a subspace swap in the SVD. Our key theoretical result is the characteristic function for a random variable whose probability of exceeding zero bounds the probability of a threshold breakdown. Colorado State University. Libraries 1995 text ; image application/pdf ECElls00020.pdf FACFECEN100409ARTI eng c1995 IEEE

The probability of a subspace swap in the SVD

Thomas, John K. ; Scharf, Louis L. ; Tufts, Donald W.

"This work was supported by the Office of Naval Research, Mathematics Division, Arlington, VA, under contract # N00014-89-J-1070."

In this paper we extend the work of Tufts, Kot, and Vaccaro (TKV) to improve the analytical characterization of threshold breakdown in SVD methods. Our results sharpen the TKV results by lower bounding the probability of a subspace swap in the SVD. Our key theoretical result is the characteristic function for a random variable whose probability of exceeding zero bounds the probability of a threshold breakdown.

Colorado State University. Libraries

1995

text ; image

application/pdf

ECElls00020.pdf

FACFECEN100409ARTI

eng

c1995 IEEE