A Schatten-q Matrix Perturbation Theory via Perturbation Projection Error Bound
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This paper studies the Schatten-q error of low-rank matrix estimation by singular value decomposition under perturbation. Specifically, we establish a tight perturbation bound on the low-rank matrix estimation via a perturbation projection error bound. This new proof technique has provable advantages over the classic approaches. Then, we establish lower bounds to justify the tightness of the upper bound on the low-rank matrix estimation error. Based on the matrix perturbation projection error bound, we further develop a unilateral and a user-friendly sinΘ bound for singular subspace perturbation. Finally, we demonstrate the advantage of our results over the ones in the literature by simulation.
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