Small-Sample Statistical Condition Estimates for General Matrix Functions
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Publication:4287919
DOI10.1137/0915003zbMATH Open0801.65042OpenAlexW2149733240MaRDI QIDQ4287919FDOQ4287919
Authors: Charles S. Kenney, Alan J. Laub 
Publication date: 4 December 1994
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0915003
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Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)
Cited In (40)
- Randomized residual-based error estimators for the proper generalized decomposition approximation of parametrized problems
- Perturbation analysis for the periodic generalized coupled Sylvester equation
- Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations
- On the partial condition numbers for the indefinite least squares problem
- Small sample statistical condition estimation for the total least squares problem
- Sensitivity analysis for the generalized Cholesky block downdating problem
- Taylor's theorem for matrix functions with applications to condition number estimation
- Effective condition numbers and small sample statistical condition estimation for the generalized Sylvester equation
- Statistical Condition Estimation for Linear Systems
- Improved bounds for small-sample estimation
- A robust randomized indicator method for accurate symmetric eigenvalue detection
- Condition Estimation for Matrix Functions via the Schur Decomposition
- Coupling time-varying modal analysis and FEM for real-time cutting simulation of objects with multi-material sub-domains
- Condition numbers for the \(K\)-weighted pseudoinverse \(L^\dagger_K\) and their statistical estimation
- Perturbation analysis and condition numbers for the Tikhonov regularization of total least squares problem and their statistical estimation
- Applications of statistical condition estimation to the solution of linear systems
- Detecting localized eigenstates of linear operators
- Sensitivity analysis for the block Cholesky downdating problem
- Structured condition numbers of structured Tikhonov regularization problem and their estimations
- Estimating the condition number of \(f(A)b\)
- Partial condition number for the equality constrained linear least squares problem
- A contribution to perturbation analysis for total least squares problems
- Randomized Residual-Based Error Estimators for Parametrized Equations
- Small-Sample Statistical Estimates for Matrix Norms
- Mixed, componentwise condition numbers and small sample statistical condition estimation of Sylvester equations
- Condition numbers for a linear function of the solution to the constrained and weighted least squares problem and their statistical estimation
- Small-sample statistical condition estimation of large-scale generalized eigenvalue problems
- Condition numbers for the nonlinear matrix equation and their statistical estimation
- A flexible condition number for weighted linear least squares problem and its statistical estimation
- Small-sample statistical condition estimation of rational Riccati equations
- An error estimate for matrix equations
- Random matrices generating large growth in LU factorization with pivoting
- Using adaptive proper orthogonal decomposition to solve the reaction-diffusion equation
- A multiprecision derivative-free Schur-Parlett algorithm for computing matrix functions
- Structured condition numbers and statistical condition estimation for the \(LDU\) factorization
- Stochastic conditioning of matrix functions
- Conditioning theory of the equality constrained quadratic programming and its applications
- Mixed, componentwise condition numbers and small sample statistical condition estimation for generalized spectral projections and matrix sign functions
- Proper orthogonal decompositions in multifidelity uncertainty quantification of complex simulation models
- Backward errors and small-sample condition estimation for ⋆-Sylveter equations
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