Condition numbers of random matrices
From MaRDI portal
Publication:1179026
DOI10.1016/0885-064X(91)90002-FzbMath0760.15018WikidataQ94411573 ScholiaQ94411573MaRDI QIDQ1179026
Publication date: 26 June 1992
Published in: Journal of Complexity (Search for Journal in Brave)
Numerical computation of matrix norms, conditioning, scaling (65F35) Random matrices (algebraic aspects) (15B52) Conditioning of matrices (15A12)
Related Items
Condition number of a square matrix with i.i.d. columns drawn from a convex body, Smoothed analysis of \(\kappa(A)\), Random sections of ellipsoids and the power of random information, On the interval of fluctuation of the singular values of random matrices, Random matrices: overcrowding estimates for the spectrum, A remark on the smallest singular value of powers of Gaussian matrices, Quantitative invertibility of non-Hermitian random matrices, Pseudospectral shattering, the sign function, and diagonalization in nearly matrix multiplication time, Uniform estimates for order statistics and Orlicz functions, Small Ball Probability for the Condition Number of Random Matrices, On block Gaussian sketching for the Kaczmarz method, The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder)., Invertibility of sparse non-Hermitian matrices, Stable Measure of a Small Ball, Some estimates of norms of random matrices, The Littlewood-Offord problem and invertibility of random matrices, Sparse trace norm regularization, Spectral norm of products of random and deterministic matrices, An upper bound on the smallest singular value of a square random matrix, The smallest singular value of inhomogeneous square random matrices, ALORA: affine low-rank approximations, Smallest singular value of a random rectangular matrix, The smallest singular value of heavy-tailed not necessarily i.i.d. random matrices via random rounding, The probabilistic estimates on the largest and smallest $q$-singular values of random matrices, Singular Vector Perturbation Under Gaussian Noise, The asymptotic distribution of the condition number for random circulant matrices, Quantitative Version of a Silverstein’s Result, Random multipliers numerically stabilize Gaussian and block Gaussian elimination: proofs and an extension to low-rank approximation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Characteristic vectors of bordered matrices with infinite dimensions
- Average condition number for solving linear equations
- Some inequalities for Gaussian processes and applications
- A limit theorem for the norm of random matrices
- The Brunn-Minkowski inequality in Gauss space
- Global versus local asymptotic theories of finite-dimensional normed spaces
- Mesures cylindriques, espaces de Wiener et fonctions aléatoires gaussiennes
- Invertibility of random fredholm operators
- On the efficiency of algorithms of analysis
- Evaluating Rational Functions: Infinite Precision is Finite Cost and Tractable on Average
- An extension of the Kahane-Khinchine inequality
- The Probability That a Numerical Analysis Problem is Difficult
- Eigenvalues and Condition Numbers of Random Matrices
- Random Fourier Series with Applications to Harmonic Analysis. (AM-101)
- Two remarks on the Khintchine-Kahane inequality
- Spaces with Large Distance to ℓ n ∞ and Random Matrices
- On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
