On the distribution of a scaled condition number
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- by Alan Edelman PDF
- Math. Comp. 58 (1992), 185-190 Request permission
Abstract:
In this note, we give the exact distribution of a scaled condition number used by Demmel to model the probability that matrix inversion is difficult. Specifically, consider a random matrix A and the scaled condition number ${\kappa _D}(A) = {\left \| A \right \|_F} \bullet \left \| {{A^{ - 1}}} \right \|$. Demmel provided bounds for the condition number distribution when A has real or complex normally distributed elements. Here, we give the exact formula.References
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Additional Information
- © Copyright 1992 American Mathematical Society
- Journal: Math. Comp. 58 (1992), 185-190
- MSC: Primary 15A52; Secondary 15A12, 62H10, 65F99, 65U05
- DOI: https://doi.org/10.1090/S0025-5718-1992-1106966-2
- MathSciNet review: 1106966