Probabilistic Bounds for the Matrix Condition Number with Extended Lanczos Bidiagonalization
DOI10.1137/140975218zbMath1325.65051OpenAlexW1836285593MaRDI QIDQ3449798
Michiel E. Hochstenbach, Sarah W. Gaaf
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
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)
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