Probabilistic upper bounds for the matrix two-norm

DOI10.1007/s10915-013-9716-xzbMath1292.65037OpenAlexW2100015432MaRDI QIDQ2441121

Michiel E. Hochstenbach

Publication date: 21 March 2014

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://research.tue.nl/nl/publications/236b8d50-e85c-4908-9e59-069d7e4879ee

zbMATH Keywords

singular value decompositioncondition numberSVDLanczos bidiagonalizationsubspace methodsingular value problemprobabilistic boundLanczos polynomiallarge (sparse) matrixmatrix two-normRitz polynomial

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Uses Software

• MatrixMarket
• na26

Cites Work

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• Incremental Condition Estimation
• Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Augmented Implicitly Restarted Lanczos Bidiagonalization Methods