Conditioning of Leverage Scores and Computation by QR Decomposition
The leverage scores of a full-column rank matrix A are the squared row norms of any orthonormal basis for range (A). We show that corresponding leverage scores of two matrices A and A + ΔA are close in the relative sense if they have large magnitude and if all principal angles between the column spa...
Main Authors: | , , |
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Other Authors: | |
Format: | Article |
Language: | en_US |
Published: |
Society for Industrial and Applied Mathematics
2016
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Online Access: | http://hdl.handle.net/1721.1/100907 https://orcid.org/0000-0003-2286-8006 |