Applications of statistical condition estimation to the solution of linear systems

DOI10.1002/nla.570zbMath1212.65130OpenAlexW2117804894MaRDI QIDQ3588923

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Publication date: 10 September 2010

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.570

zbMATH Keywords

conditioningmultigrid methodsdirect methodsiterative solversconjugate gradientSylvester equationsstructured linear systemssparse large linear systemsstatistical condition estimationsVandermonde and Cauchy matrices

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05) Conditioning of matrices (15A12)

Related Items

Small sample statistical condition estimation for the total least squares problem ⋮ Perturbation analysis for the periodic generalized coupled Sylvester equation ⋮ Improved Bounds for Small-Sample Estimation ⋮ On the partial condition numbers for the indefinite least squares problem ⋮ Small-sample statistical condition estimation of rational Riccati equations ⋮ Effective condition numbers and small sample statistical condition estimation for the generalized Sylvester equation ⋮ Condition numbers for the nonlinear matrix equation and their statistical estimation ⋮ Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations ⋮ Mixed, componentwise condition numbers and small sample statistical condition estimation of Sylvester equations ⋮ Structured condition numbers of structured Tikhonov regularization problem and their estimations ⋮ Subspace Iteration Randomization and Singular Value Problems

Uses Software

• LAPACK
• symrcm
• Algorithm 674
• SONEST
• CONEST

Cites Work

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• On the rate of convergence of the preconditioned conjugate gradient method
• Error analysis of the Björck-Pereyra algorithms for solving Vandermonde systems
• The rate of convergence of conjugate gradients
• Lower bounds for the condition number of Vandermonde matrices
• On the convergence rate of the conjugate gradients in presence of rounding errors
• Superlinear Convergence of Conjugate Gradients
• Mixed, Componentwise, and Structured Condition Numbers
• Condition Estimates
• A LINPACK-style condition estimator for the equation<tex>AX-XB^{T} = C</tex>
• The Multifrontal Solution of Indefinite Sparse Symmetric Linear
• LAPACK Users' Guide
• Backward Error and Condition of Structured Linear Systems
• The Multifrontal Method for Sparse Matrix Solution: Theory and Practice
• Small-Sample Statistical Condition Estimates for General Matrix Functions
• Algorithm 674
• Statistical Condition Estimation for Linear Systems
• A Multigrid Tutorial, Second Edition
• A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
• Small-Sample Statistical Estimates for Matrix Norms
• A Fast $ULV$ Decomposition Solver for Hierarchically Semiseparable Representations
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Some Fast Algorithms for Sequentially Semiseparable Representations
• Nested Dissection of a Regular Finite Element Mesh