Statistical Condition Estimation for Linear Systems

DOI10.1137/S1064827595282519zbMath0915.15003MaRDI QIDQ4389259

M. S. Reese, Charles S. Kenney, Alan J. Laub

Publication date: 12 May 1998

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

zbMATH Keywords

sensitivitylinear systemscondition numberill-posed systemstatistical condition estimation method

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Linear equations (linear algebraic aspects) (15A06) Conditioning of matrices (15A12)

Related Items (15)

Small sample statistical condition estimation for the total least squares problem ⋮ Perturbation analysis for the periodic generalized coupled Sylvester equation ⋮ Backward errors and small-sample condition estimation for ⋆-Sylveter equations ⋮ Perturbation analysis of generalized saddle point systems ⋮ Sensitivity analysis for the generalized Cholesky block downdating problem ⋮ Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse ⋮ On the partial condition numbers for the indefinite least squares problem ⋮ Small-sample statistical condition estimation of large-scale generalized eigenvalue problems ⋮ Higher order numerical discretizations for exterior and biharmonic type PDEs ⋮ Condition numbers for the nonlinear matrix equation and their statistical estimation ⋮ A flexible condition number for weighted linear least squares problem and its statistical estimation ⋮ Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations ⋮ Applications of statistical condition estimation to the solution of linear systems ⋮ Structured condition numbers of structured Tikhonov regularization problem and their estimations ⋮ Sensitivity analysis for the block Cholesky downdating problem

Uses Software

• mctoolbox
• Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On condition numbers and the distance to the nearest ill-posed problem
• New condition numbers for matrices and linear systems
• Iterative refinement enhances the stability of \(QR\) factorization methods for solving linear equations
• Direct Methods for Sparse Matrices
• Frequency response computation via rational interpolation
• Stochastic Perturbation Theory
• A Set of Counter-Examples to Three Condition Number Estimators
• Estimating Extremal Eigenvalues and Condition Numbers of Matrices
• Condition Estimates
• A Survey of Condition Number Estimation for Triangular Matrices
• The Probability That a Numerical Analysis Problem is Difficult
• FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation
• Eigenvalues and Condition Numbers of Random Matrices
• Inverse Iteration, Ill-Conditioned Equations and Newton’s Method
• Scaling for Numerical Stability in Gaussian Elimination
• Condition Number Estimation for Sparse Matrices
• Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
• A Stable Variant of the Secant Method for Solving Nonlinear Equations
• An Estimate for the Condition Number of a Matrix
• Statistical Condition Estimation for Linear Least Squares
• Small-Sample Statistical Condition Estimates for General Matrix Functions
• On the Sensitivity of Solution Components in Linear Systems of Equations
• A Multigrid Tutorial, Second Edition
• Solving Sparse Linear Systems with Sparse Backward Error
• Condition Estimates for Matrix Functions
• Small-Sample Statistical Estimates for Matrix Norms
• The matrix sign function
• Updating a Rank-Revealing ULV Decomposition

This page was built for publication: Statistical Condition Estimation for Linear Systems