Matrix Perturbation: Davis-Kahan in the Infinity Norm

Perturbation theory is developed to analyze the impact of noise on data and has been an essential part of numerical analysis. Recently, it has played an important role in designing and analyzing matrix algorithms. One of the most useful tools in this subject, the Davis-Kahan sine theorem, provides an $\ell_2$ error bound on the perturbation of the leading singular vectors (and spaces). We focus on the case when the signal matrix has low rank and the perturbation is random, which occurs often in practice. In an earlier paper, O'Rourke, Wang, and the second author showed that in this case, one can obtain an improved theorem. In particular, the noise-to-gap ratio condition in the original setting can be weakened considerably. In the current paper, we develop an infinity norm version of the O'Rourke-Vu-Wang result. The key ideas in the proof are a new bootstrapping argument and the so-called iterative leave-one-out method, which may be of independent interest. Applying the new bounds, we develop new, simple, and quick algorithms for several well-known problems, such as finding hidden partitions and matrix completion. The core of these new algorithms is the fact that one is now able to quickly approximate certain key objects in the infinity norm, which has critical advantages over approximations in the $\ell_2$ norm, Frobenius norm, or spectral norm.