Additive preconditioning for matrix computations

DOI10.1016/j.laa.2009.10.020zbMath1191.65024MaRDI QIDQ846341

Pan, Victor Y., Xiaodong Yan, Dmitriy Ivolgin, Brian Murphy, Rhys Eric Rosholt, Yuqing Tang

Publication date: 9 February 2010

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

Full work available at URL: https://doi.org/10.1016/j.laa.2009.10.020

zbMATH Keywords

numerical examples; condition number; matrix computations; additive preconditioning; weak randomization

Mathematics Subject Classification ID

65F22: Ill-posedness and regularization problems in numerical linear algebra

65F35: Numerical computation of matrix norms, conditioning, scaling

15A12: Conditioning of matrices

65F08: Preconditioners for iterative methods

Related Items

Solving linear systems of equations with randomization, augmentation and aggregation, New progress in real and complex polynomial root-finding, Matrix computations and polynomial root-finding with preprocessing, Root-finding by expansion with independent constraints, Randomized preprocessing of homogeneous linear systems of equations, Random multipliers numerically stabilize Gaussian and block Gaussian elimination: proofs and an extension to low-rank approximation, Additive Preconditioning for Matrix Computations

Uses Software

• JDQR
• JDQZ

Cites Work

• Additive preconditioning, eigenspaces, and the inverse iteration
• Randomized preprocessing of homogeneous linear systems of equations
• A probabilistic remark on algebraic program testing
• Preconditioning techniques for large linear systems: A survey
• Schur aggregation for linear systems and determinants
• Additive preconditioning and aggregation in matrix computations
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• Matrix Algorithms
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• Smoothed Analysis of the Condition Numbers and Growth Factors of Matrices
• Additive Preconditioning for Matrix Computations
• The Probability That a Numerical Analysis Problem is Difficult
• Eigenvalues and Condition Numbers of Random Matrices
• Fast Probabilistic Algorithms for Verification of Polynomial Identities
• Iterative Solution Methods
• Templates for the Solution of Algebraic Eigenvalue Problems
• Matrix Preconditioning Techniques and Applications
• Accuracy and Stability of Numerical Algorithms
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