Fast Adaptive Condition Estimation

DOI10.1137/0613021MaRDI QIDQ3988990zbMATH OpenOpenAlexFDO

Authors Daniel J. Pierce, Robert J. Plemmons

Publication date 28 June 1992

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

Full work available at URL https://doi.org/10.1137/0613021

zbMATH Keywords

adaptive methodscomputational complexitycondition estimationdowndatingeigenvaluesfast and robust adaptive estimatorgeneralized eigenvalue problemmatrix modificationsnumerical experimentsoptimizationrank-one symmetric updatesrecursive least squaressingular valuesspectral condition numbersymmetric positive definite matricesupdating

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cited in

(8)

• Tracking the condition number for RLS in signal processing
• Adaptive Lanczos methods for recursive condition estimation
• An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition
• Block RLS using row Householder reflections
• Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999
• Dedication to Robert J. Plemmons
• Fast Condition Estimation for a Class of Structured Eigenvalue Problems
• Adaptive Condition Estimation for Rank-One Updates of QR Factorizations

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