Probabilistic upper bounds for the matrix two-norm

DOI10.1007/S10915-013-9716-XMaRDI QIDQ2441121zbMATH OpenOpenAlexFDO

Authors M. 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

condition numberLanczos bidiagonalizationLanczos polynomiallarge (sparse) matrixmatrix two-normprobabilistic boundRitz polynomialsingular value decompositionsingular value problemsubspace methodSVD

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Computational methods for sparse matrices (65F50)

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Cites work

• A Jacobi--Davidson type SVD method
• A Krylov-Schur approach to the truncated SVD
• Augmented Implicitly Restarted Lanczos Bidiagonalization Methods
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Computing probabilistic bounds for extreme eigenvalues of symmetric matrices with the Lanczos method
• Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• scientific article; zbMATH DE number 1049353 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Incremental Condition Estimation
• Incremental Condition Estimation for Sparse Matrices
• Restarted block Lanczos bidiagonalization methods

Cited in

(17)

• On the partial condition numbers for the indefinite least squares problem
• Partial condition number for the equality constrained linear least squares problem
• Perturbation analysis and condition numbers for the Tikhonov regularization of total least squares problem and their statistical estimation
• Structured condition numbers and statistical condition estimation for the \(LDU\) factorization
• Condition numbers for a linear function of the solution to the constrained and weighted least squares problem and their statistical estimation
• Backward error analysis of the shift-and-invert Arnoldi algorithm
• Perturbation analysis for the periodic generalized coupled Sylvester equation
• Probabilistic bounds for the matrix condition number with extended Lanczos bidiagonalization
• On the condition number theory of the equality constrained indefinite least squares problem
• Condition numbers for the nonlinear matrix equation and their statistical estimation
• A flexible condition number for weighted linear least squares problem and its statistical estimation
• Sensitivity analysis for the block Cholesky downdating problem
• Sensitivity analysis for the generalized Cholesky block downdating problem
• Norm and trace estimation with random rank-one vectors
• Condition numbers for the \(K\)-weighted pseudoinverse \(L^\dagger_K\) and their statistical estimation
• Conditioning theory of the equality constrained quadratic programming and its applications
• A best upper bound for the 2-norm condition number of a matrix

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Uses Software

• MatrixMarket
• na26

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