The distribution of the maximum condition number on great circles through a fixed 2 2 real matrix

DOI10.1016/S0024-3795(99)00146-9MaRDI QIDQ1965285zbMATH OpenFDO

Authors Debra Lewis, Michael Shub

Publication date 6 February 2000

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0024-3795(99)00146-9

zbMATH Keywords

maximum condition numbernormalized identity matrix

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

The authors prove that \(P_A(X)\), the probability that the maximum condition number along a great circle passing through a matrix \(A\) in the unit sphere in the space of \(2\times 2\) matrices is less than \(X\), always attains its maximum at the normalized identity matrix.

Recommendations

• Condition Numbers of Gaussian Random Matrices
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• Upper and Lower Bounds for the Tails of the Distribution of the Condition Number of a Gaussian Matrix
• A Matrix Maximum

Cited in

(1)

• A Matrix Maximum

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