Stochastic conditioning of matrix functions

DOI10.1137/140973827zbMATH Open1306.65199OpenAlexW2069551052MaRDI QIDQ2938469FDOQ2938469

Authors: Serge Gratton, David Titley-Peloquin 

Publication date: 14 January 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: http://oatao.univ-toulouse.fr/22598/1/gratton_22598.pdf

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zbMATH Keywords

sensitivity analysisconditioningnumerical experimentperturbation analysismatrix functionsuncertainty propagationstochastic condition number

Mathematics Subject Classification ID

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

Cited In (9)

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• A new random perturbation interval of symmetric eigenvalue problem
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• Improved bounds for small-sample estimation
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• Small-Sample Statistical Estimates for Matrix Norms
• Improved random perturbation intervals of symmetric eigenvalue problem

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