Probabilistic upper bounds for the matrix two-norm
DOI10.1007/s10915-013-9716-xzbMath1292.65037MaRDI QIDQ2441121
Publication date: 21 March 2014
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://research.tue.nl/nl/publications/236b8d50-e85c-4908-9e59-069d7e4879ee
singular value decomposition; condition number; SVD; Lanczos bidiagonalization; subspace method; singular value problem; probabilistic bound; Lanczos polynomial; large (sparse) matrix; matrix two-norm; Ritz polynomial
65F50: Computational methods for sparse matrices
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
15A42: Inequalities involving eigenvalues and eigenvectors
65F35: Numerical computation of matrix norms, conditioning, scaling
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