Generating extreme-scale matrices with specified singular values or condition number

DOI10.1137/20M1327938MaRDI QIDQ5857629zbMATH OpenFDO

Authors Massimiliano Fasi, Nicholas J. Higham

Publication date 1 April 2021

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1137/20M1327938

zbMATH Keywords

2-norm condition numberHouseholder reflectorrandom matrixsingular value decompositiontest matrix

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Parallel numerical computation (65Y05)

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Cites work

• Accelerating numerical dense linear algebra calculations with GPUs
• Accelerating the solution of linear systems by iterative refinement in three precisions
• Accuracy and Stability of Numerical Algorithms
• Algorithm 694
• Error Analysis of Direct Methods of Matrix Inversion
• How to generate random matrices from the classical compact groups
• Isotropic distributions of test matrices
• Large Growth Factors in Gaussian Elimination with Pivoting
• On a Matrix Algebra Related to the Discrete Hartley Transform
• On the Distribution of a Weighted Estimate of Variance and on Analysis of Variance in Certain Cases of Unequal Weighting
• Optimally scaled matrices
• Random matrices generating large growth in LU factorization with pivoting
• ScaLAPACK Users' Guide
• Scaling for Numerical Stability in Gaussian Elimination
• Some remarks on the condition number of a real random square matrix
• Spectral and computational properties of band symmetric Toeplitz matrices
• The Discrete Cosine Transform
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
• The Helmert Matrices
• Wavelet transforms versus Fourier transforms

Cited in

(3)

• Anymatrix: an extensible MATLAB matrix collection
• The dynamical functional particle method for multi-term linear matrix equations
• Matrices with tunable infinity-norm condition number and no need for pivoting in LU factorization

Describes a project that uses

Uses Software

• ScaLAPACK
• mctoolbox
• Algorithm 694
• testmatrix
• HPL
• Matrix Depot

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