A rigorous perturbation analysis of the singular value decomposition of a real matrix of full column rank is presented. It is shown that the SVD perturbation problem is well posed only in case of distinct singular values. The analysis involves the solution of coupled systems of linear equations and produces asymptotic (local) componentwise perturbation bounds of the entries of the orthogonal matrices participating in the decomposition of the given matrix and of its singular values. Local bounds are derived for the sensitivity of the singular subspaces measured by the angles between the unperturbed and perturbed subspaces. An iterative scheme is described to find global bounds on the respective perturbations. The analysis implements the same methodology used previously to determine componentwise perturbation bounds of the Schur form and the QR decomposition of a matrix.

In this paper, we consider the sensitivity of the controllable subspaces of single-input linear control systems to small perturbations of the system matrices. The analysis is based on the strict componentwise asymptotic bounds for the matrix of the orthogonal transformation to canonical form, derived by the method of the splitting operators. The asymptotic bounds are used to obtain probabilistic bounds on the angles between perturbed and unperturbed controllable subspaces implementing the Markoff inequality. It is demonstrated that the probability bounds allow to obtain sensitivity estimates which are much tighter than the usual deterministic bounds. The analysis is illustrated by a high order example.