Applications of statistical condition estimation to the solution of linear systems

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

No author found.

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

conditioning; multigrid methods; direct methods; iterative solvers; conjugate gradient; Sylvester equations; structured linear systems; sparse large linear systems; statistical condition estimations; Vandermonde and Cauchy matrices

Mathematics Subject Classification ID

65F10: Iterative numerical methods for linear systems

65F35: Numerical computation of matrix norms, conditioning, scaling

65F05: Direct numerical methods for linear systems and matrix inversion

15A12: Conditioning of matrices

Related Items

Mixed, componentwise condition numbers and small sample statistical condition estimation of Sylvester equations, Effective condition numbers and small sample statistical condition estimation for the generalized Sylvester equation

Uses Software

• LAPACK
• symrcm
• Algorithm 674
• SONEST
• CONEST

Cites Work

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• 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
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• A Multigrid Tutorial, Second Edition
• A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
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• 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