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...

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Bibliographic Details
Main Authors: Holodnak, John T., Ipsen, Ilse C. F., Wentworth, Thomas
Other Authors: Koch Institute for Integrative Cancer Research at MIT
Format: Article
Language:en_US
Published: Society for Industrial and Applied Mathematics 2016
Online Access:http://hdl.handle.net/1721.1/100907
https://orcid.org/0000-0003-2286-8006