Probabilistic upper bounds for the matrix two-norm

DOI10.1007/s10915-013-9716-xzbMath1292.65037MaRDI QIDQ2441121

Michiel E. Hochstenbach

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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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Uses Software

• MatrixMarket
• na26

Cites Work

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