Computing the Condition Number of Tridiagonal and Diagonal-Plus-Semiseparable Matrices in Linear Time.

Gareth I. Hargreaves

Published in: SIAM J. Matrix Anal. Appl. (2005)

Keyphrases

condition number
correlation matrix
linear algebra
sparse matrices
condition numbers
covariance matrix
interior point methods
regression model
sparse matrix
computational efficiency
parallel algorithm
singular value decomposition