Abstract:
We perform a smoothed analysis of the componentwise condition numbers for determinant computation, matrix inversion and linear equations solving for sparse n × n matrices...Show MoreMetadata
Abstract:
We perform a smoothed analysis of the componentwise condition numbers for determinant computation, matrix inversion and linear equations solving for sparse n × n matrices. The bounds we obtain for the expectations of the logarithm of these condition numbers are, in all three cases, of the order Λ(log n). As a consequence, small bounds on the smoothed loss of accuracy for triangular linear systems follow.
Published in: IMA Journal of Numerical Analysis ( Volume: 35, Issue: 1, January 2015)