Small-Sample Statistical Estimates for the Sensitivity of Eigenvalue Problems
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Publication:4377491
DOI10.1137/S0895479895296021zbMath0889.65049MaRDI QIDQ4377491
Thorkell Gudmundsson, Alan J. Laub, Charles S. Kenney
Publication date: 9 February 1998
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)
Related Items (6)
Small sample statistical condition estimation for the total least squares problem ⋮ Perturbation analysis for the periodic generalized coupled Sylvester equation ⋮ Backward errors and small-sample condition estimation for ⋆-Sylveter equations ⋮ Small-sample statistical condition estimation of large-scale generalized eigenvalue problems ⋮ Condition numbers for the nonlinear matrix equation and their statistical estimation ⋮ Structured condition numbers of structured Tikhonov regularization problem and their estimations
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