On incremental condition estimators in the 2-norm (Q2877084)

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scientific article; zbMATH DE number 6333365
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On incremental condition estimators in the 2-norm
scientific article; zbMATH DE number 6333365

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    21 August 2014
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    condition number estimation
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    matrix inverses
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    incremental condition estimator
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    incremental norm estimator
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    On incremental condition estimators in the 2-norm (English)
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    Let \(\kappa(A)=||A||\cdot||A^{-1}||\) be the condition number of a nonsingular matrix. Some new theoretical and practical results leading to an improved incremental condition estimator of triangular matrices in the 2-norm are presented. The two incremental methods, Bischof's method and Duff--Vömel's method, are compared. New theoretical results revealing their similarities and differences presented.
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