A best upper bound for the 2-norm condition number of a matrix

被引:31
作者
Merikoski, JK [1 ]
Urpala, U [1 ]
Virtanen, A [1 ]
Tam, TY [1 ]
Uhlig, F [1 ]
机构
[1] AUBURN UNIV, DEPT MATH, AUBURN, AL 36849 USA
关键词
D O I
10.1016/S0024-3795(96)00474-0
中图分类号
O29 [应用数学];
学科分类号
070104 [应用数学];
摘要
Let A be an n x n nonsingular real or complex matrix. The best possible upper bound for the ratio of the largest and smallest singular values of A, using tr A*A, det A, and n only, is obtained. A comparison with an earlier bound is given, and the singular and nonsquare cases are included. If all the eigenvalues of A are real and positive, the best possible upper bound for the ratio of the largest and smallest eigenvalues of A, involving tr A, det A, and n only, is presented as well. (C) Elsevier Science Inc., 1997.
引用
收藏
页码:355 / 365
页数:11
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Golub G, 2013, Matrix Computations, V4th
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GUGGENHEIMER HW, 1995, COLL MATH J, V26, P2
[3]
Higham N. J., 1996, ACCURACY STABILITY N
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ON PRE-CONDITIONING OF MATRICES [J].
OSBORNE, EE .
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