Smoothed Analysis of Moore–Penrose Inversion

DOI10.1137/100782954MaRDI QIDQ3079770zbMATH OpenOpenAlexWikidataFDO

Authors Peter Bürgisser, Felipe Cucker

Publication date 2 March 2011

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

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

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)

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.

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Cited in

(12)

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• Average-case complexity without the black swans
• 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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