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On Incremental Condition Estimators in the 2-Norm
Type of publication: Article
Citation:
Publication status: Published
Journal: SIAM. J. Matrix Anal. & Appl.
Volume: 35
Number: 1
Year: 2014
Pages: 174--197
DOI: 10.1137/130922872
Abstract: The paper deals with estimating the condition number of triangular matrices in the Euclidean norm. The two main incremental methods, based on the work of Bischof and on the later work of Duff and V¨omel, are compared. The paper presents new theoretical results revealing their similarities and differences. As typical in condition number estimation, there is no universal always-winning strategy, but theoretical and experimental arguments show that the clearly preferable approach is the algorithm of Duff and V¨omel when appropriately applied to both the triangular matrix itself and its inverse. This leads to a highly accurate incremental condition number estimator.
Preprint project: NCMM
Preprint year: 2013
Preprint number: 15
Preprint ID: NCMM/2013/15
Keywords:
Authors Duintjer Tebbens, Jurjen
Tůma, Miroslav
Added by: [JP]
Total mark: 0
Attachments
  • tebbens_all.pdf
Notes
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