Probabilistic upper bounds for the matrix two-norm

DOI10.1007/s10915-013-9716-xzbMath1292.65037OpenAlexW2100015432MaRDI 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 decompositioncondition numberSVDLanczos bidiagonalizationsubspace methodsingular value problemprobabilistic boundLanczos polynomiallarge (sparse) matrixmatrix two-normRitz polynomial

Mathematics Subject Classification ID

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

Related Items

Probabilistic Bounds for the Matrix Condition Number with Extended Lanczos Bidiagonalization ⋮ Backward error analysis of the shift-and-invert Arnoldi algorithm ⋮ Perturbation analysis for the periodic generalized coupled Sylvester equation ⋮ Perturbation analysis and condition numbers for the Tikhonov regularization of total least squares problem and their statistical estimation ⋮ Sensitivity analysis for the generalized Cholesky block downdating problem ⋮ On the partial condition numbers for the indefinite least squares problem ⋮ Partial condition number for the equality constrained linear least squares problem ⋮ Structured condition numbers and statistical condition estimation for the \(LDU\) factorization ⋮ 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 ⋮ Norm and Trace Estimation with Random Rank-one Vectors ⋮ Condition numbers for a linear function of the solution to the constrained and weighted least squares problem and their statistical estimation ⋮ On the condition number theory of the equality constrained indefinite least squares problem ⋮ Condition numbers for the K-weighted pseudoinverse and their statistical estimation ⋮ Conditioning theory of the equality constrained quadratic programming and its applications ⋮ Sensitivity analysis for the block Cholesky downdating problem

Uses Software

• MatrixMarket
• na26

Cites Work

• A Krylov-Schur approach to the truncated SVD
• Restarted block Lanczos bidiagonalization methods
• Computing Probabilistic Bounds for Extreme Eigenvalues of Symmetric Matrices with the Lanczos Method
• A Jacobi--Davidson Type SVD Method
• Incremental Condition Estimation for Sparse Matrices
• Incremental Condition Estimation
• Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Augmented Implicitly Restarted Lanczos Bidiagonalization Methods
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Probabilistic upper bounds for the matrix two-norm