Small-sample statistical condition estimation of large-scale generalized eigenvalue problems
type: Item
instance of: scholarly article
title: Small-sample statistical condition estimation of large-scale generalized eigenvalue problems
zbMATH Open document ID: 1332.65061
author: Peter Chang-Yi Weng
author: Frederick K. H. Phoa
published in: Journal of Computational and Applied Mathematics
publication date: 2016-02-04T00:00:00Z
Mathematics Subject Classification ID: 65F35
Mathematics Subject Classification ID: 15A12
Mathematics Subject Classification ID: 65F15
Mathematics Subject Classification ID: 65F50
Mathematics Subject Classification ID: 15A24
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 6539257
zbMATH Keywords: statistical condition estimation
zbMATH Keywords: generalized eigenvalue problem
zbMATH Keywords: deflating subspace
zbMATH Keywords: large-scale problem
zbMATH Keywords: Sylvester equation
zbMATH Keywords: Newton's method
zbMATH Keywords: large and sparse real matrix
describes a project that uses: mctoolbox
describes a project that uses: SONEST
describes a project that uses: Matlab
describes a project that uses: CONEST
describes a project that uses: Algorithm 674
MaRDI profile type: MaRDI publication profile
full work available at URL: j.cam.2015.11.022
OpenAlex ID: W2231538522
cites work: Small-Sample Statistical Estimates for the Sensitivity of Eigenvalue Problems
cites work: Q5689624
cites work: Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
cites work: Q4433611
cites work: Cross-Gramian based model reduction for data-sparse systems
cites work: Application of ADI Iterative Methods to the Restoration of Noisy Images
cites work: Improving the Efficiency of Matrix Operations in the Numerical Solution of Stiff Ordinary Differential Equations
cites work: Block Krylov subspace methods for solving large Sylvester equations
cites work: Krylov-subspace methods for the Sylvester equation
cites work: Solution of Lyapunov equations by alternating direction implicit iteration
cites work: Iterative solution of the Lyapunov matrix equation
cites work: Q3219020
cites work: Improving the Accuracy of Computed Eigenvalues and Eigenvectors
cites work: Three methods for refining estimates of invariant subspaces
cites work: Refining estimates of invariant and deflating subspaces for large and sparse matrices and pencils
cites work: An Estimate for the Condition Number of a Matrix
cites work: Condition Estimates
cites work: FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation
cites work: On the Perturbation of Pseudo-Inverses, Projections and Linear Least Squares Problems
cites work: Q5732992
cites work: A synopsis of Monte Carlo perturbation algorithms
cites work: Parallel computations of eigenvalues based on a Monte Carlo approach
cites work: Statistical Condition Estimation for Linear Systems
cites work: Statistical Condition Estimation for Linear Least Squares
cites work: Estimating Extremal Eigenvalues and Condition Numbers of Matrices
cites work: Expected Conditioning
cites work: Stochastic Perturbation Theory
cites work: Q4325914
cites work: Accuracy and Stability of Numerical Algorithms
cites work: Q3899390
cites work: Q3899391
cites work: Generalized Deflated Block-Elimination
cites work: Mixed block elimination for linear systems with wider borders
cites work: Small-Sample Statistical Condition Estimates for General Matrix Functions
cites work: Small-Sample Statistical Estimates for Matrix Norms
cites work: Normal Multivariate Analysis and the Orthogonal Group
cites work: A Theory of Condition
cites work: On the Sensitivity of the Eigenvalue Problem $Ax = \lambda Bx$
DOI: 10.1016/J.CAM.2015.11.022
Recommended article: Small-Sample Statistical Estimates for the Sensitivity of Eigenvalue Problems
Recommended article: Small-Sample Statistical Condition Estimates for General Matrix Functions
Recommended article: Estimating Extremal Eigenvalues and Condition Numbers of Matrices
Recommended article: Effective condition numbers and small sample statistical condition estimation for the generalized Sylvester equation
Recommended article: Statistical Condition Estimation for Linear Systems
description: scientific article; zbMATH DE number 6539257