Small-Sample Statistical Estimates for Matrix Norms

DOI10.1137/S0895479893243876MaRDI QIDQ4842564zbMATH OpenFDO

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)

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)

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Cited in

(19)

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

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