Condition numbers for the nonlinear matrix equation and their statistical estimation
Publication:492777
DOI10.1016/J.LAA.2015.06.011zbMath1321.65071OpenAlexW853141782MaRDI QIDQ492777
Shaoxin Wang, Hanyu Li, Hu Yang
Publication date: 21 August 2015
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2015.06.011
numerical examplenonlinear matrix equationmixed and componentwise condition numbersnormwise condition numberprobabilistic spectral norm estimatorSCE method
Matrix equations and identities (15A24) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)
Related Items (9)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Positive solutions to \(X=A-BX^{-1}B^*\)
- Schur complements and statistics
- On the nonlinear matrix equation \(X+A^*{\mathcal F}(X)A=Q\): solutions and perturbation theory
- Condition numbers of algebraic Riccati equations in the Frobenius norm
- Perturbation analysis for solutions of \(X \pm A^{\ast}X^{-n} A = Q\)
- Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation \(X+A^*X^{-1}A=Q\)
- Solutions and perturbation estimates for the matrix equations \(X\pm A^*X^{-n}A=Q\)
- Solutions and improved perturbation analysis for the matrix equation \(X-A^\ast X^{-p}A=Q(p>0)\)
- Probabilistic upper bounds for the matrix two-norm
- On an Iteration Method for Solving a Class of Nonlinear Matrix Equations
- Mixed, Componentwise, and Structured Condition Numbers
- On mixed and componentwise condition numbers for Moore–Penrose inverse and linear least squares problems
- Applications of statistical condition estimation to the solution of linear systems
- Scaling for Numerical Stability in Gaussian Elimination
- Statistical Condition Estimation for Linear Least Squares
- Iterative solution of two matrix equations
- Small-Sample Statistical Condition Estimates for General Matrix Functions
- Small-Sample Statistical Estimates for the Sensitivity of Eigenvalue Problems
- Statistical Condition Estimation for Linear Systems
- A fixed point theorem in partially ordered sets and some applications to matrix equations
- Accuracy and Stability of Numerical Algorithms
- On the condition numbers associated with the polar factorization of a matrix
- Improved methods and starting values to solve the matrix equations $X\pm A^*X^{-1}A=I$ iteratively
- Mixed, componentwise condition numbers and small sample statistical condition estimation of Sylvester equations
- Functions of Matrices
- A Theory of Condition
- Consistent Estimates of the Parameters of a Linear System
- On condition numbers for the canonical generalized polar decompostion of real matrices
- Two iteration processes for computing positive definite solutions of the equation \(X-A^*X^{-n}A=Q\)
This page was built for publication: Condition numbers for the nonlinear matrix equation and their statistical estimation