Incremental Condition Estimation for Sparse Matrices

DOI10.1137/0611047zbMath0726.65038OpenAlexW2052534905MaRDI QIDQ3350666

Christian H. Bischof, Daniel J. Pierce, John Lewis

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1137/0611047

zbMATH Keywords

sparse matricesNumerical experimentssmallest singular valuesecular equationtriangular matrixIncremental condition estimationrestricted pivoting schemesupdating condition estimates

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 (5)

Probabilistic upper bounds for the matrix two-norm ⋮ Adaptive Lanczos methods for recursive condition estimation ⋮ A survey of direct methods for sparse linear systems ⋮ The construction of projection vectors for a deflated ICCG method applied to problems with extreme contrasts in the coefficients ⋮ A robust ILU with pivoting based on monitoring the growth of the inverse factors

This page was built for publication: Incremental Condition Estimation for Sparse Matrices