An investigation of feasible descent algorithms for estimating the condition number of a matrix

DOI10.1007/s11750-010-0161-9zbMath1283.15022OpenAlexW1995158603MaRDI QIDQ1939108

Carmo P. Brás, William W. Hager, Joaquim Joao Júdice

Publication date: 26 February 2013

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11750-010-0161-9

zbMATH Keywords

condition numbernonlinear programmingnumerical linear algebragradient algorithmsHager's condition estimator

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Uses Software

• Matlab
• mctoolbox
• condest
• NAPACK
• SONEST
• CONEST

Cites Work

• On the solution of the symmetric eigenvalue complementarity problem by the spectral projected gradient algorithm
• Condition Estimates
• FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation
• Nonmonotone Spectral Projected Gradient Methods on Convex Sets
• Algorithm 813
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