Inversion error, condition number, and approximate inverses of uncertain matrices

DOI10.1016/S0024-3795(01)00273-7zbMath0997.65049MaRDI QIDQ1348090

V. Pereyra

Publication date: 15 May 2002

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

condition numbertotal least squaresstructured matrixapproximate inversesconvex semidefinite programminginversion erroruncertain matrices

Mathematics Subject Classification ID

Semidefinite programming (90C22) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (8)

Ellipsoidal bounds for uncertain linear equations and dynamical systems ⋮ Inverse of a fuzzy matrix of fuzzy numbers ⋮ Estimating discrete Markov models from various incomplete data schemes ⋮ Selected topics in robust convex optimization ⋮ A family of Craig-Bampton methods considering residual mode compensation ⋮ Testing for Inequality Constraints in Singular Models by Trimming or Winsorizing the Variance Matrix ⋮ Approximate minimization of weighted tree automata ⋮ Interval solutions for interval algebraic equations

Uses Software

• mctoolbox
• Sp

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