Statistical Condition Estimation for Linear Systems

DOI10.1137/S1064827595282519zbMath0915.15003MaRDI QIDQ4389259

M. S. Reese, Charles S. Kenney, Alan J. Laub

Publication date: 12 May 1998

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

sensitivitylinear systemscondition numberill-posed systemstatistical condition estimation method

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Linear equations (linear algebraic aspects) (15A06) Conditioning of matrices (15A12)

Related Items

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 ⋮ Perturbation analysis of generalized saddle point systems ⋮ Sensitivity analysis for the generalized Cholesky block downdating problem ⋮ Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse ⋮ On the partial condition numbers for the indefinite least squares problem ⋮ Small-sample statistical condition estimation of large-scale generalized eigenvalue problems ⋮ Higher order numerical discretizations for exterior and biharmonic type PDEs ⋮ 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 ⋮ Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations ⋮ Applications of statistical condition estimation to the solution of linear systems ⋮ Structured condition numbers of structured Tikhonov regularization problem and their estimations ⋮ Sensitivity analysis for the block Cholesky downdating problem

Uses Software

• LAPACK
• mctoolbox

Cites Work

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