A randomized algorithm for estimating the condition number of matrices

MaRDI QIDQ5412972zbMATH OpenFDO

Authors Farshid Mehrdoust

Publication date 28 April 2014

zbMATH Keywords

Markov chaineigenvaluesnumerical resultsrandomized algorithmcondition numberquasi-Monte Carlo methodlarge matrices

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

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