ON THE DISTRIBUTION OF A SCALED CONDITION NUMBER

被引：51

作者：

EDELMAN, A

机构：

来源：

MATHEMATICS OF COMPUTATION | 1992年 / 58卷 / 197期

关键词：

CONDITION NUMBER; ILL-CONDITIONING; MULTIVARIATE STATISTICS; NUMERICAL ANALYSIS; RANDOM MATRIX;

D O I：

10.2307/2153027

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this note, we give the exact distribution of a scaled condition number used by Demmel to model the probability that matrix inversion is difficult. Specifically, consider a random matrix A and the scaled condition number kappa(D)(A) = parallel-to A parallel-to F . parallel-to A-1 parallel-to . Demmel provided bounds for the condition number distribution when A has real or complex normally distributed elements. Here, we give the exact formula.

引用

页码：185 / 190

页数：6

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