Experience with a Matrix Norm Estimator

DOI10.1137/0911047MaRDI QIDQ4713083zbMATH OpenOpenAlexWikidataFDO

Authors Nicholas J. Higham

Publication date 25 June 1992

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

Full work available at URL http://eprints.maths.manchester.ac.uk/339/1/0911047.pdf

zbMATH Keywords

condition number estimationmatrix 1-normnorm estimation algorithm

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cited in

(16)

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• The matrix sign decomposition and its relation to the polar decomposition
• Methods and algorithms of solving spectral problems for polynomial and rational matrices
• Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian
• The global convergence of the nonlinear power method for mixed-subordinate matrix norms
• Perturbation theory and backward error for AX - XB = C
• Estimating the largest elements of a matrix
• On the estimation of numerical error bounds in linear algebra based on discrete stochastic arithmetic
• A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
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• Mixed, componentwise condition numbers and small sample statistical condition estimation of Sylvester equations
• Subspace Iteration Randomization and Singular Value Problems
• Condition numbers for a linear function of the solution of the linear least squares problem with equality constraints
• Structured condition numbers of structured Tikhonov regularization problem and their estimations
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• An alternative algorithm for a sliding window ULV decomposition

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