Smoothed Analysis of Moore–Penrose Inversion

DOI10.1137/100782954zbMATH Open1227.65035arXiv1002.4690OpenAlexW2044142174WikidataQ57733126 ScholiaQ57733126MaRDI QIDQ3079770FDOQ3079770

Authors: Peter Bürgisser, Felipe Cucker 

Publication date: 2 March 2011

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Abstract: We perform a smoothed analysis of the condition number of rectangular matrices. We prove that, asymptotically, the expected value of this condition number depends only of the elongation of the matrix, and not on the center and variance of the underlying probability distribution.

Full work available at URL: https://arxiv.org/abs/1002.4690

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zbMATH Keywords

least-squaressmoothed analysisMoore-Penrose inversion

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of matrix inversion and generalized inverses (15A09) Numerical computation of matrix norms, conditioning, scaling (65F35)

Cited In (12)

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• Smooth Analysis of the Condition Number and the Least Singular Value
• The Whittaker smoother and the Moore-Penrose inverse in signal reconstruction
• On a problem posed by Steve Smale
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• The limit empirical spectral distribution of Gaussian monic complex matrix polynomials
• Computational complexity of kernel-based density-ratio estimation: a condition number analysis
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• Title not available (Why is that?)
• Smoothed analysis of \(\kappa(A)\)
• The average condition number of most tensor rank decomposition problems is infinite
• Smoothed analysis of some condition numbers

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