Probabilistic Estimation of Matrix Condition Number

V. S. Antyufeev

doi:10.1007/s10958-020-04778-1

Probabilistic Estimation of Matrix Condition Number

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Abstract

We consider ill-conditioned matrices of systems of linear algebraic equations with random error of vector right-hand side. We study the condition number ν of the matrix of the system. We show that, under certain natural assumptions, the number ν can be considerably diminished. Bibliography: 3 titles. Illustrations: 3 figures.

Original language	English
Pages (from-to)	755-762
Number of pages	8
Journal	Journal of Mathematical Sciences (United States)
Volume	246
Issue number	6
DOIs	https://doi.org/10.1007/s10958-020-04778-1
Publication status	Published - 1 May 2020

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Probabilistic Estimation of Matrix Condition Number

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