Incremental condition estimation for sparse matrices

Incremental condition estimation provides an estimate for the smallest singular value of a triangular matrix. In particular, it gives a running estimate of the smallest singular value of a triangular factor matrix as the factor is generated one column or row at a time. An incremental condition estim...

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Veröffentlicht in:SIAM journal on matrix analysis and applications 1990-10, Vol.11 (4), p.644-659
Hauptverfasser: BISCHOF, C. H, LEWIS, J. G, PIERCE, D. J
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LEWIS, J. G
PIERCE, D. J
description Incremental condition estimation provides an estimate for the smallest singular value of a triangular matrix. In particular, it gives a running estimate of the smallest singular value of a triangular factor matrix as the factor is generated one column or row at a time. An incremental condition estimator for dense matrices was originally suggested by Bischof. In this paper this scheme is generalized to handle sparse triangular matrices, especially those that are factors of sparse matrices. Numerical experiments on a variety of matrices demonstrate the reliability of this scheme in estimating the smallest singular value. A partial description of its implementation in a sparse matrix factorization code further illustrates its practicality.
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identifier ISSN: 0895-4798
ispartof SIAM journal on matrix analysis and applications, 1990-10, Vol.11 (4), p.644-659
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1095-7162
language eng
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subjects 990200 - Mathematics & Computers
ALGORITHMS
Eigenvalues
Eigenvectors
Estimates
Exact sciences and technology
Linear algebra
MATHEMATICAL LOGIC
Mathematics
MATHEMATICS AND COMPUTING
MATRICES
Numerical analysis
Numerical analysis. Scientific computation
Numerical linear algebra
NUMERICAL SOLUTION
OPTIMIZATION
PARALLEL PROCESSING
PROGRAMMING
Sciences and techniques of general use
Sparsity
title Incremental condition estimation for sparse matrices
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