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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Numerical Linear Alg...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Numerical Linear Algebra with Applications
Article . 2006 . Peer-reviewed
License: Wiley TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 2006
Data sources: zbMATH Open
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Article . 2024
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Smoothed analysis of some condition numbers

Smoothed analysis of some condition numbers.
Authors: Felipe Cucker; Huaian Diao; Yimin Wei 0001;

Smoothed analysis of some condition numbers

Abstract

The authors in the paper first present a smoothed analysis of the condition number of \(A\) (in terms of its Moore-Penrose inversion \(A^{\dagger }\)) given as \(\kappa _{\dagger }(A) = \| A \| _2 \| A^{\dagger } \| _2\). They assume that a rectangular matrix \(A\) is Gaussian centered at \(M\) (i.e.\ its entries are independent normal variables with expected values given in the matrix \(M\) and have a uniform variance \(\sigma ^2\)) and apply an approach introduced by D. A. Spielman, S. H. Teng and others to estimate the average loss of precision \(\mathbf {E}(\ln \kappa _{\dagger }(A))\) in terms of quantities describing the matrix \(M\) (its dimensions \(m\) and \(n\)) and \(\sigma \). The obtained bound \(\mu (m,n,\sigma )\) for \(\mathbf {E}(\ln \kappa _{\dagger }(A))\) is then compared on various examples of \(M\) in numerical experiments with the empirical average of \(\ln \kappa _{\dagger }(A)\) for 500 test matrices. It appears that the bound is quite sharp on examples where \(m \approx n\), but the situation is different for \(n\) much greater than \(m\), where this approach is less efficient in capturing the behavior of \(\mathbf {E}(\ln \kappa _{\dagger }(A))\). As described in Section 5, a similar analysis can be performed for the condition numbers of the factors from the polar factorization \(A=QH\), where \(Q\) has orthogonal columns and \(H\) is symmetric positive definite (assuming that \(A\) has a full column rank).

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Keywords

Numerical computation of matrix norms, conditioning, scaling, condition numbers, Theory of matrix inversion and generalized inverses, Moore-Penrose inverse, smoothed analysis

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
22
Average
Top 10%
Top 10%
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