A best upper bound for the 2-norm condition number of a matrix (Q677922)

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scientific article; zbMATH DE number 1000059
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A best upper bound for the 2-norm condition number of a matrix
scientific article; zbMATH DE number 1000059

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    A best upper bound for the 2-norm condition number of a matrix (English)
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    16 April 1997
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    The authors derive the best possible upper bound for the ratio of the largest and smallest singular values of an \(n\times n\) nonsingular real or complex matrix \(A\), using \(\text{trace }A^*A\), \(\text{det }A\), and \(n\) only. A comparison with an earlier bound is given, and the singular and nonsquare cases are also included. A best upper bound for the ratio when all the eigenvalues of \(A\) are real and positive is presented as well.
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    2-norm condition number
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    singular values
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    best upper bound
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