MATLAB – Nick Higham: Singular Values of Rank-1 Perturbations of an Orthogonal Matrix
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Nick Higham
  
  Singular Values of Rank-1 Perturbations of an Orthogonal Matrix
  What effect does a rank-1 perturbation of norm 1 to an $latex n\times n$ orthogonal matrix have on the extremal singular values of the matrix? Here, and throughout this post, the norm is the 2-norm…