MATLAB – Nick Higham: Singular Values of Rank-1 Perturbations of an Orthogonal Matrix
https://ift.tt/2T8eikJ
https://ift.tt/2T8eikJ
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…