Small-Sample Statistical Estimates for Matrix Norms

DOI10.1137/S0895479893243876zbMATH Open0831.65051MaRDI QIDQ4842564FDOQ4842564

Authors: Thorkell Gudmundsson, Charles S. Kenney, Alan J. Laub 

Publication date: 18 February 1996

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

Recommendations

• Improved bounds for small-sample estimation
• Small-Sample Statistical Condition Estimates for General Matrix Functions
• Stochastic conditioning of matrix functions
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zbMATH Keywords

numerical experimentsconditioningmatrix normmatrix functionsFrobenius normstatistical condition estimationvector-norm estimators

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Cited In (19)

• Probabilistic bounds for the matrix condition number with extended Lanczos bidiagonalization
• On the condition number theory of the equality constrained indefinite least squares problem
• On the partial condition numbers for the indefinite least squares problem
• Statistical Condition Estimation for Linear Systems
• Improved bounds for small-sample estimation
• A robust randomized indicator method for accurate symmetric eigenvalue detection
• Estimating the matrix \(p\)-norm
• Learning Optimal Multigrid Smoothers via Neural Networks
• Probabilistic analysis of an estimator for the Frobenius norm of a matrix product
• Applications of statistical condition estimation to the solution of linear systems
• Matrix algebra and sampling theory: The case of the Horvitz-Thompson estimator
• Randomized sketching of nonlinear eigenvalue problems
• Small-Sample Statistical Condition Estimates for General Matrix Functions
• Norm and trace estimation with random rank-one vectors
• Small-sample statistical condition estimation of large-scale generalized eigenvalue problems
• Monte Carlo estimators for the Schatten \(p\)-norm of symmetric positive semidefinite matrices
• A flexible condition number for weighted linear least squares problem and its statistical estimation
• Random matrices generating large growth in LU factorization with pivoting
• Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse

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