On the Sensitivity of Singular and Ill-Conditioned Linear Systems
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Publication:5232123
DOI10.1137/18M1197990zbMATH Open1420.65055arXiv2102.09739OpenAlexW3132583641MaRDI QIDQ5232123FDOQ5232123
Authors: Zhonggang Zeng 
Publication date: 29 August 2019
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Abstract: Solving a singular linear system for an individual vector solution is an ill-posed problem with a condition number infinity. From an alternative perspective, however, the general solution of a singular system is of a bounded sensitivity as a unique element in an affine Grassmannian. If a singular linear system is given through empirical data that are sufficiently accurate with a tight error bound, a properly formulated general numerical solution uniquely exists in the same affine Grassmannian, enjoys Lipschitz continuity and approximates the underlying exact solution with an accuracy in the same order as the data. Furthermore, any backward accurate numerical solution vector is an accurate approximation to one of the solutions of the underlying singular system.
Full work available at URL: https://arxiv.org/abs/2102.09739
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Cited In (5)
- A Sensitivity Analysis for Least-Squares Ill-Posed Problems Using the Haar Basis
- A probability argument in favor of ignoring small singular values
- On the Sensitivity of Solution Components in Linear Systems of Equations
- Clustering, multicollinearity, and singular vectors
- A Newton’s iteration converges quadratically to nonisolated solutions too
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