<p>In this paper, we provide the minimax perturbation bounds for low-rank matrices under unitarily invariant norms. Furthermore, we develop a unilateral <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="25_2025_2434_Article_IEq1.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="36" /> </InlineMediaObject> <EquationSource Format="TEX">\(\sin \Theta \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo>sin</mo> <mi mathvariant="normal">Θ</mi> </mrow> </math></EquationSource> </InlineEquation> upper bound for singular subspace perturbation based on a matrix perturbation projection error bound, in contrast to Wedin’s uniform upper bound. Additionally, we define a new kind of unitarily invariant norm, <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="25_2025_2434_Article_IEq2.gif" Format="GIF" Height="20" Rendition="HTML" Resolution="72" Type="Linedraw" Width="61" /> </InlineMediaObject> <EquationSource Format="TEX">\(\Vert \cdot \Vert _{\varvec{\alpha },k,q}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mrow> <mo stretchy="false">‖</mo> <mo>·</mo> <mo stretchy="false">‖</mo> </mrow> <mrow> <mrow> <mi mathvariant="bold-italic">α</mi> </mrow> <mo>,</mo> <mi>k</mi> <mo>,</mo> <mi>q</mi> </mrow> </msub> </math></EquationSource> </InlineEquation>, which encompasses several commonly used unitarily invariant norms. Finally, we demonstrate through simulations the superiority of our upper bound over classical results in the literature.</p>

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Minimax Perturbation Bounds of the Low-rank Matrix Under any Unitarily Invariant Norm

  • Chunguang Ren,
  • Pei Zhang

摘要

In this paper, we provide the minimax perturbation bounds for low-rank matrices under unitarily invariant norms. Furthermore, we develop a unilateral \(\sin \Theta \) sin Θ upper bound for singular subspace perturbation based on a matrix perturbation projection error bound, in contrast to Wedin’s uniform upper bound. Additionally, we define a new kind of unitarily invariant norm, \(\Vert \cdot \Vert _{\varvec{\alpha },k,q}\) · α , k , q , which encompasses several commonly used unitarily invariant norms. Finally, we demonstrate through simulations the superiority of our upper bound over classical results in the literature.