A best upper bound for the 2-norm condition number of a matrix (Q677922)
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scientific article; zbMATH DE number 1000059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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0.9270557
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0.8988099
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0.8892106
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0.8864729
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