Probabilistic Bounds for the Matrix Condition Number with Extended Lanczos Bidiagonalization

DOI10.1137/140975218zbMath1325.65051OpenAlexW1836285593MaRDI QIDQ3449798

Michiel E. Hochstenbach, Sarah W. Gaaf

Publication date: 30 October 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://research.tue.nl/nl/publications/probabilistic-bounds-for-the-matrix-condition-number-with-extended-lanczos-bidiagonalization(ee1ab453-d39b-4313-bad3-17cc54a5e705).html

zbMATH Keywords

lower boundmatrix condition numberprobabilistic upper boundextended Krylov methodextended Lanczos bidiagonalization

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (1)

Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions

Uses Software

• MatrixMarket
• SparseMatrix

Cites Work

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