Computing the Condition Number of Tridiagonal and Diagonal-Plus-Semiseparable Matrices in Linear Time

DOI10.1137/040606636MaRDI QIDQ5470495zbMATH OpenOpenAlexFDO

Authors Gareth I. Hargreaves

Publication date 31 May 2006

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

Full work available at URL http://eprints.maths.manchester.ac.uk/157/2/narep447%5B1%5D.pdf

zbMATH Keywords

algorithmserror analysiscondition numbertridiagonal matrixQR factorizationdiagonal-plus-semiseparable matrix

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

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Cited in

(3)

• Some characterizations of the distribution of the condition number of a complex Gaussian matrix
• Grazing-incidence XRF analysis of layered samples: Detailed study of amplitude calculation
• Fast and stable reduction of diagonal plus semi-separable matrices to tridiagonal and bidiagonal form

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Uses Software

• mctoolbox

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