Probabilistic bounds for the matrix condition number with extended Lanczos bidiagonalization
DOI10.1137/140975218zbMATH Open1325.65051OpenAlexW1836285593MaRDI QIDQ3449798FDOQ3449798
Authors: Sarah W. Gaaf, M. E. Hochstenbach 
Publication date: 30 October 2015
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://research.tue.nl/nl/publications/probabilistic-bounds-for-the-matrix-condition-number-with-extended-lanczos-bidiagonalization(ee1ab453-d39b-4313-bad3-17cc54a5e705).html
Recommendations
- Probabilistic Bounds on the Extremal Eigenvalues and Condition Number by the Lanczos Algorithm
- scientific article; zbMATH DE number 7139139
- Spectral condition-number estimation of large sparse matrices.
- Estimating Extremal Eigenvalues and Condition Numbers of Matrices
- Probabilistic upper bounds for the matrix two-norm
lower boundmatrix condition numberprobabilistic upper boundextended Krylov methodextended Lanczos bidiagonalization
Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)
Cites Work
- The University of Florida sparse matrix collection
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- Calculating the Singular Values and Pseudo-Inverse of a Matrix
- Title not available (Why is that?)
- Title not available (Why is that?)
- Harmonic and refined extraction methods for the singular value problem, with applications in least squares problems
- A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
- A new investigation of the extended Krylov subspace method for matrix function evaluations
- Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
- A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
- The extended Krylov subspace method and orthogonal Laurent polynomials
- Probabilistic upper bounds for the matrix two-norm
- Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
- Recursion relations for the extended Krylov subspace method
- A Jacobi--Davidson type SVD method
- Computing probabilistic bounds for extreme eigenvalues of symmetric matrices with the Lanczos method
- Estimating Extremal Eigenvalues and Condition Numbers of Matrices
- Small-Sample Statistical Estimates for Matrix Norms
- Improving the Accuracy of Inverse Iteration
Cited In (4)
- Condition numbers for Lanczos bidiagonalization with complete reorthogonalization
- Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions
- Probabilistic upper bounds for the matrix two-norm
- Structured condition numbers and statistical condition estimation for the \(LDU\) factorization
Uses Software
This page was built for publication: Probabilistic bounds for the matrix condition number with extended Lanczos bidiagonalization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3449798)
