On the condition numbers associated with the polar factorization of a matrix

Abstract

We are interested in the calculation of explicit formulae for the condition numbers of the two factors of the polar decomposition of a full rank real or complex m × n matrix A, where m ≥ n. We use a unified presentation that enables us to compute such condition numbers in the Frobenius norm, in cases where A is a square or a rectangular matrix subjected to real or complex perturbations. We denote by σ1 (respectively σn) the largest (respectively smallest) singular value of A, and by K(A) = σ1/σn the generalized condition number of A. Our main results are that the absolute condition number of the Hermitian polar factor is √2(1 + K(A)2)1/2/(1 + K(A)) and that the absolute condition number of the unitary factor of a rectangular matrix is 1/σn. Copyright © 2000 John Wiley & Sons, Ltd.