Probabilistic Bounds for the Matrix Condition Number with Extended Lanczos Bidiagonalization.

Sarah W. Gaaf Michiel E. Hochstenbach

Published in: SIAM J. Sci. Comput. (2015)

Keyphrases

condition number
linear algebra
condition numbers
interior point methods
regression model
linear least squares
correlation matrix
sparse matrices
power spectrum
upper bound
numerical stability
lower bound
convex optimization
probabilistic model
worst case
primal dual
image processing
linear programming