On incremental condition estimators in the 2-norm (Q2877084)
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scientific article; zbMATH DE number 6333365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On incremental condition estimators in the 2-norm |
scientific article; zbMATH DE number 6333365 |
Statements
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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