Fast Adaptive Condition Estimation

DOI10.1137/0613021zbMath0747.65029OpenAlexW2088391536MaRDI QIDQ3988990

Robert J. Plemmons, Daniel J. Pierce

Publication date: 28 June 1992

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0613021

zbMATH Keywords

optimizationcomputational complexityeigenvaluesnumerical experimentsadaptive methodsgeneralized eigenvalue problemupdatingsymmetric positive definite matricesrecursive least squaressingular valuesspectral condition numbercondition estimationdowndatingmatrix modificationsfast and robust adaptive estimatorrank-one symmetric updates

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Related Items (6)

Tracking the condition number for RLS in signal processing ⋮ Adaptive Lanczos methods for recursive condition estimation ⋮ An efficient total least squares algorithm based on a rank-revealing two- sided orthogonal decomposition ⋮ Block RLS using row Householder reflections ⋮ Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999 ⋮ Dedication to Robert J. Plemmons

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