Stochastic conditioning of matrix functions

DOI10.1137/140973827MaRDI QIDQ2938469zbMATH OpenOpenAlexFDO

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

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)

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