Small-Sample Statistical Estimates for the Sensitivity of Eigenvalue Problems

DOI10.1137/S0895479895296021MaRDI QIDQ4377491zbMATH OpenFDO

Authors Thorkell Gudmundsson, Charles S. Kenney, Alan J. Laub

Publication date 9 February 1998

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

Full work available at URL https://doi.org/10.1137/S0895479895296021

zbMATH Keywords

eigenvaluesinvariant subspacesnumerical examplesperturbation theorystatistical condition estimation

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cited in

(8)

• Small sample statistical condition estimation for the total least squares problem
• Perturbation analysis for the periodic generalized coupled Sylvester equation
• Backward errors and small-sample condition estimation for ⋆-Sylveter equations
• Small-Sample Statistical Condition Estimates for General Matrix Functions
• Condition numbers for the nonlinear matrix equation and their statistical estimation
• Tackling Small Eigen-Gaps: Fine-Grained Eigenvector Estimation and Inference Under Heteroscedastic Noise
• Structured condition numbers of structured Tikhonov regularization problem and their estimations
• Small-sample statistical condition estimation of large-scale generalized eigenvalue problems

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