Probabilistic bounds for the matrix condition number with extended Lanczos bidiagonalization

DOI10.1137/140975218MaRDI QIDQ3449798zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

lower boundmatrix condition numberprobabilistic upper boundextended Krylov methodextended Lanczos bidiagonalization

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• scientific article; zbMATH DE number 1049353 (Why is no real title available?)
• A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
• A Jacobi--Davidson type SVD method
• A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
• A new investigation of the extended Krylov subspace method for matrix function evaluations
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Computing probabilistic bounds for extreme eigenvalues of symmetric matrices with the Lanczos method
• Estimating Extremal Eigenvalues and Condition Numbers of Matrices
• Estimating the Largest Eigenvalue by the Power and Lanczos Algorithms with a Random Start
• Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• Harmonic and refined extraction methods for the singular value problem, with applications in least squares problems
• Improving the Accuracy of Inverse Iteration
• Probabilistic upper bounds for the matrix two-norm
• Recursion relations for the extended Krylov subspace method
• Small-Sample Statistical Estimates for Matrix Norms
• The University of Florida sparse matrix collection
• The extended Krylov subspace method and orthogonal Laurent polynomials

Cited in

(5)

• 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
• Spectral condition-number estimation of large sparse matrices.
• Probabilistic upper bounds for the matrix two-norm
• Structured condition numbers and statistical condition estimation for the \(LDU\) factorization

Describes a project that uses

Uses Software

• SparseMatrix
• MatrixMarket

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