A Class of Arbitrarily Ill Conditioned Floating-Point Matrices

DOI10.1137/0612049MaRDI QIDQ3980608zbMATH OpenOpenAlexFDO

Authors Siegfried M. Rump

Publication date 26 June 1992

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/fb8d584dc0d65db69fe7d5b5c3af82538febbb55

zbMATH Keywords

sensitivitycondition numbermatrix inversionfloating-point number systemill conditioned matrices

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

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Cited in

(5)

• Iterative refinement for ill-conditioned linear systems
• Inversion of extremely ill-conditioned matrices in floating-point
• Convergence of Rump's method for inverting arbitrarily ill-conditioned matrices
• Convergence analysis of an algorithm for accurate inverse Cholesky factorization
• Convergence of Rump's method for computing the Moore-Penrose inverse.

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