Estimating the largest elements of a matrix

DOI10.1137/15M1053645MaRDI QIDQ2830567zbMATH OpenFDO

Authors Nicholas J. Higham, Samuel D. Relton

Publication date 28 October 2016

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

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

Gaussian eliminationalgorithmnumerical experimentsrandom matricespower methodmatrix-vector productscondition number estimationlargest elementsmatrix norm estimationmixed subordinate norm

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cites work

• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
• Accuracy and Stability of Numerical Algorithms
• Communicability graph and community structures in complex networks
• Comparison of software for computing the action of the matrix exponential
• Computing the action of the matrix exponential, with an application to exponential integrators
• Condition Estimates
• Convergence of a subgradient method for computing the bound norm of matrices
• Convex optimization in normed spaces. Theory, methods and examples
• Corrigendum: The growth factor and efficiency of Gaussian elimination with rook pivoting
• Efficient and stable Arnoldi restarts for matrix functions based on quadrature
• Experience with a Matrix Norm Estimator
• FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation
• Functions of Matrices
• LAPACK Users' Guide
• Network properties revealed through matrix functions
• Strong rank revealing Cholesky factorization
• Subspace Iteration Randomization and Singular Value Problems
• The University of Florida sparse matrix collection
• The growth factor and efficiency of Gaussian elimination with rook pivoting
• The power method for l\(^p\) norms
• Who's \#1? The science of rating and ranking

Cited in

(7)

• t-copula from the viewpoint of tail dependence matrices
• Implementation of an interior point method with basis preconditioning
• On the tensor spectral \(\mathbf{p}\)-norm and its higher order power method
• The global convergence of the nonlinear power method for mixed-subordinate matrix norms
• Assigning stationary distributions to sparse stochastic matrices
• Sensitivity of Matrix Function Based Network Communicability Measures: Computational Methods and A Priori Bounds
• scientific article; zbMATH DE number 3950731 (Why is no real title available?)

Describes a project that uses

Uses Software

• LEMP
• MovieLens
• CONEST
• SONEST
• mftoolbox
• Algorithm 674
• mctoolbox
• SparseMatrix
• LAPACK

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