Incremental norm estimation for dense and sparse matrices

DOI10.1023/A:1021946924741zbMATH Open1010.65019OpenAlexW1547196823MaRDI QIDQ698566FDOQ698566

Authors: Christof Vömel, Iain S. Duff 

Publication date: 1 May 2003

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021946924741

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zbMATH Keywords

numerical examplescondition numbermatrix normapproximate singular vectorsimplicit LU factorizationincremental estimatorsrank-revealingsparse triangular matrix

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of matrix norms, conditioning, scaling (65F35)

Cited In (4)

• Approximating the extreme Ritz values and upper bounds for the \(A\)-norm of the error in CG
• A Schur-based algorithm for computing bounds to the smallest eigenvalue of a symmetric positive definite Toeplitz matrix
• On incremental condition estimators in the 2-norm
• Incremental Condition Estimation

Uses Software

• testmatrix

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