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Verified bounds for the p-norm condition number
Publikationstyp
Journal Article
Date Issued
2014
Sprache
English
Author(s)
Institut
TORE-URI
Journal
Volume
20
Issue
1
Start Page
45
End Page
52
Citation
Reliable Computing 1 (20): 45-52 (2014)
Scopus ID
Publisher
[University of Louisiana at Lafayette]
Methods to compute verified error bounds for the p-norm condition number of a matrix are discussed for p ∈ 1,2,∞ and the Frobenius norm. We consider the cases of a real or complex, point or interval input matrix. In the latter case the condition number of all matrices within the interval matrix are bounded. A special method for extremely illconditioned matrices is derived as well. Numerical results suggest that the quality of the bounds corresponds to the fact that the condition number of the condition number is the condition number.
Subjects
Condition number
INTLAB
P-norm
Rigorous error estimates
DDC Class
004: Informatik
510: Mathematik