关键词: matrix algebra, singular value decomposition, reanalysis, perturbation method

Abstract: 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 efficient reanalysis technique for the SVD, which is of great worth to enhance computational efficiency of the iterative analysis problems that require matrix singular value decomposition repeatedly. The asymptotic estimate formulas for the singular values and the corresponding left and right singular vectors up to second-order perturbation components are derived. At the end of the paper the way to extend the perturbation method to the case of general complex matrices is advanced.

Key words: matrix algebra, singular value decomposition, reanalysis, perturbation method