On local analysis

DOI10.1016/J.JCO.2019.101442MaRDI QIDQ6319064arXivFDO

Authors Felipe Cucker, Teresa Krick

Publication date 20 May 2019

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.JCO.2019.101442

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Random matrices (algebraic aspects) (15B52) Gaussian processes (60G15) Algorithms for approximation of functions (65D15) Numerical computation of matrix norms, conditioning, scaling (65F35)

arXiv classification

math.NA

Abstract: We extend to Gaussian distributions a result providing smoothed analysis estimates for condition numbers given as relativized distances to illposedness. We also introduce a notion of local analysis meant to capture the behavior of these condition numbers around a point.

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