Almost Sharp Bounds for the Componentwise Distance to the Nearest Singular Matrix

DOI10.1080/03081089708818494MaRDI QIDQ4342149zbMATH OpenOpenAlexFDO

Authors Siegfried M. Rump

Publication date 10 December 1997

Published in Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03081089708818494

zbMATH Keywords

Bauer-Skeel condition numbercomponentwise distancenearest singular matrix

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Review text

The author derives an upper bound for the componentwise distance of a matrix \(A\) to the nearest singular matrix weighted by a nonnegative matrix \(E\) involving the Bauer-Skeel condition number. It is known that this upper bound is sharp up to a constant factor less than \(3+2\sqrt 2\), independent of \(A\) and \(E\). For smaller values of \(n\) better bounds are also presented.

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Cites work

• Checking robust nonsingularity is NP-hard
• scientific article; zbMATH DE number 3362867 (Why is no real title available?)
• Matrix Analysis
• The Componentwise Distance to the Nearest Singular Matrix

Cited in

(16)

• Structured perturbations and symmetric matrices
• Theorems of Perron-Frobenius type for matrices without sign restrictions
• A short note on the ratio between sign-real and sign-complex spectral radius of a real square matrix
• Regularity radius and real eigenvalue range
• Tight bounds on the radius of nonsingularity
• On the distance to singularity via low rank perturbations
• Bounds for the Componentwise Distance to the Nearest Singular Matrix
• scientific article; zbMATH DE number 4179999 (Why is no real title available?)
• The Componentwise Distance to the Nearest Singular Matrix
• A sharp version of Bauer-Fike's theorem
• Ill-Conditioned Matrices Are Componentwise Near to Singularity
• scientific article; zbMATH DE number 1543276 (Why is no real title available?)
• Optimal scaling for p-norms and componentwise distance to singularity
• Inverse of a fuzzy matrix of fuzzy numbers
• On sign-real spectral radii and sign-real expansive matrices
• Perturbation properties of the generalized spectral radius

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