Further bounds for the smallest singular value and the spectral condition number (Q1972510)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 1429546
Language Label Description Also known as
default for all languages
No label defined
    English
    Further bounds for the smallest singular value and the spectral condition number
    scientific article; zbMATH DE number 1429546

      Statements

      Further bounds for the smallest singular value and the spectral condition number (English)
      0 references
      0 references
      1 November 2000
      0 references
      Let \({\mathbf A}\) be an \(n\times n\) complex matrix, and let \(\sigma _1({\mathbf A})\geq \sigma _2({\mathbf A})\geq\dots\geq \sigma _n({\mathbf A})\) be the singular values of \({\mathbf A}\). The author shows how to construct an increasing sequence of lower bounds for \(\sigma _n({\mathbf A})\) which improves the bounds of \textit{Y. Yu} and \textit{D. Gu} [Linear Algebra Appl. 253, 25-38 (1997; Zbl 0876.15015)]. The spectral condition number \(\kappa _2({\mathbf A})= \sigma _1({\mathbf A})/\sigma _n({\mathbf A})\) measures the sensibility of the solution of \({\mathbf A}{\mathbf x}={\mathbf b}\) to errors in the data or to round-off errors, and one can estimate \(\kappa _2({\mathbf A})\) using a lower bound for \(\sigma _n({\mathbf A})\) and an upper bound for \(\sigma _1({\mathbf A})\). New upper bounds for \(\kappa _2({\mathbf A})\) are derived in the last part of the article.
      0 references
      singular value bounds
      0 references
      spectral condition number bounds
      0 references

      Identifiers