Effect of small rank modification on the condition number of a matrix (Q2469931)
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scientific article; zbMATH DE number 5234566
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| English | Effect of small rank modification on the condition number of a matrix |
scientific article; zbMATH DE number 5234566 |
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Effect of small rank modification on the condition number of a matrix (English)
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11 February 2008
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The author studies how much the condition number of a matrix can decrease when the small rank modification method is applied. Some bounds are proved, random modifications are analyzed and numerically tested on the \(10 \times 10\) Hilbert matrix. Then an algorithm to refine the random small rank modification is proposed and tested numerically.
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matrix condition number
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small rank modification
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Hilbert matrix
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algorithm
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0.8511396646499634
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0.7703575491905212
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0.7529462575912476
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