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Perturbation Analysis of Singular Values in Concatenated Matrices

Published: March 11, 2025 | arXiv ID: 2505.01427v2

By: Maksym Shamrai

Potential Business Impact:

Makes data compression more accurate and stable.

Business Areas:
Big Data Data and Analytics

Concatenating matrices is a common technique for uncovering shared structures in data through singular value decomposition (SVD) and low-rank approximations. The fundamental question arises: How does the singular value spectrum of the concatenated matrix relate to the spectra of its individual components? In the present work, we develop a perturbation technique that extends classical results such as Weyl's inequality to concatenated matrices. We setup analytical bounds that quantify stability of singular values under small perturbations in submatrices. The results demonstrate that if submatrices are close in a norm, dominant singular values of the concatenated matrix remain stable enabling controlled trade-offs between accuracy and compression. These provide a theoretical basis for improved matrix clustering and compression strategies with applications in the numerical linear algebra, signal processing, and data-driven modeling.

Page Count
13 pages

Category
Computer Science:
Machine Learning (CS)