New Perturbation Bounds for the Unitary Polar Factor
Abstract: Let A be an m x n (m >= n) complex matrix. It is known that there is a unique polar decomposition A = QH, where Q*Q = I, the n x n identity matrix, and H is positive definite, provided A has full column rank. This note addresses the following question: how much may Q change if A is perturbed? For the square case m = n our bound, which is valid for any unitarily invariant norm, is sharper and simpler than Mathias's (SIAM J. Matrix Anal. Appl., 14 (1993), 588-597.). For the non-square case, we also establish a bound for unitarily invariant norm, which has not been done in literature.