Condition Numbers of Random Triangular Matrices

DOI10.1137/S0895479896312869MaRDI QIDQ4389094zbMATH OpenFDO

Authors

Publication date 11 May 1998

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

Full work available at URL https://doi.org/10.1137/S0895479896312869

zbMATH Keywords

exponentially nonnormal matricesGaussian eliminationmatrix condition numbersnumerical stabilityrandom triangular matricesstrong limit theorems

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Random matrices (algebraic aspects) (15B52) Strong limit theorems (60F15) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cited in

(13)

• Triangular random matrices and biorthogonal ensembles
• Probabilistic analysis of complex Gaussian elimination without pivoting
• On the numerical evaluation of linear recurrences
• The asymptotic distribution of the condition number for random circulant matrices
• Some characterizations of the distribution of the condition number of a complex Gaussian matrix
• Mixed and componentwise condition numbers for rectangular structured matrices
• Second-order bounds for linear recurrences with negative coefficients
• Finite difference weights, spectral differentiation, and superconvergence
• scientific article; zbMATH DE number 5485458 (Why is no real title available?)
• Probabilistic analyses of condition numbers
• A study of Auchmuty's error estimate
• Bounds for fourth-order \([0,1]\) difference equations
• Bounds on coefficients of reciprocals of formal power series with rapidly decreasing coefficients

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