The geometry of ill-conditioning

DOI10.1016/0885-064X(87)90027-6MaRDI QIDQ1100848zbMATH OpenOpenAlexFDO

Authors James Demmel

Publication date 1987

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0885-064x(87)90027-6

zbMATH Keywords

condition numberdegenerate problemseigenvalueseigenvectorsill-conditioningill-posed problemslinear systemmatrix inversionrandom matrixroots of a polynomial equationspeed of convergenceUpper and lower bounds

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical computation of solutions to single equations (65H05)

Review text

The problems of finding a solution to a linear system of equations, finding the roots of a polynomial equation, and finding the eigenvalues and eigenvectors of a matrix are considered. The condition number, which limits the accuracy obtainable in the solution, as well as the speed of convergence of certain numerical algorithms, is proportional to the distance of the given problem to the set of degenerate problems. Upper and lower bounds for the probability that a problem chosen at random is within a given distance to the set of degenerate problems are given. Each problem is considered as a vector in an Euclidean space of data vectors, and probabilities are then ratios of volumes of the sets under consideration.

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Cited in

(23)

• On strata of degenerate polyhedral cones. I: Condition and distance to strata
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