Componentwise Condition Numbers of Random Sparse Matrices

DOI10.1137/080729463MaRDI QIDQ3561180zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Dennis Cheung, Felipe Cucker

Publication date 25 May 2010

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

Full work available at URL https://arxiv.org/abs/0807.0956

zbMATH Keywords

sparse matricescondition numberstriangular linear systemsaverage loss of precision

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Random matrices (algebraic aspects) (15B52) Preconditioners for iterative methods (65F08) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Abstract: We prove an O(log n) bound for the expected value of the logarithm of the componentwise (and, a fortiori, the mixed) condition number of a random sparse n x n matrix. As a consequence, small bounds on the average loss of accuracy for triangular linear systems follow.

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Cited in

(3)

• On sparse random combinatorial matrices
• Smoothed analysis of componentwise condition numbers for sparse matrices
• Functional norms, condition numbers and numerical algorithms in algebraic geometry

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