Estimating the Condition Number of the Fréchet Derivative of a Matrix Function.

Nicholas J. Higham Samuel D. Relton

Published in: SIAM J. Sci. Comput. (2014)

Keyphrases

condition number
linear algebra
condition numbers
interior point methods
regression model
sparse matrices
power spectrum
linear least squares
sparse matrix
convex optimization
computationally intensive
solving problems
numerical stability
special case
frequency domain
linear program