Papers › Small singular values can increase in lower precision
Small singular values can increase in lower precision
Christos Boutsikas, Petros Drineas, Ilse C. F. Ipsen
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We perturb a real matrix A of full column rank, and derive lower bounds for the smallest singular values of the perturbed matrix, in terms of normwise absolute perturbations. Our bounds, which extend existing lower-order expressions, demonstrate the potential increase in the smallest singular values, and represent a qualitative model for the increase in the small singular values after a matrix has been downcast to a lower arithmetic precision. Numerical experiments confirm the qualitative validity of this model and its ability to predict singular values changes in the presence of decreased arithmetic precision.
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