Small-sample statistical condition estimation of large-scale generalized eigenvalue problems
DOI10.1016/j.cam.2015.11.022zbMath1332.65061OpenAlexW2231538522MaRDI QIDQ908367
Peter Chang-Yi Weng, Frederick Kin Hing Phoa
Publication date: 4 February 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2015.11.022
Newton's methodgeneralized eigenvalue problemSylvester equationlarge-scale problemstatistical condition estimationdeflating subspacelarge and sparse real matrix
Computational methods for sparse matrices (65F50) Point estimation (62F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix equations and identities (15A24) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)
Uses Software
Cites Work
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