Complexity theory of numerical linear algebra

A Survey of Componentwise Perturbation Theory in Numerical Linear Algebra

Perturbation bounds in numerical linear algebra are traditionally derived and expressed using norms. Norm bounds cannot reflect the scaling or sparsity of a problem and its perturbation, and so can be unduly weak. If the problem data and its perturbation are measured componentwise, much smaller and more revealing bounds can be obtained. A survey is given of componentwise perturbation theory in ...

Numerical Linear Algebra With

SUMMARY StratiGraph, a Java-based tool for computation and presentation of closure hierarchies of Jordan and Kronecker structures is presented. The tool is based on recent theoretical results on stratiications of orbits and bundles of matrices and matrix pencils. A stratiication reveals the complete hierarchy of nearby structures, information critical for explaining the qualitative behavior of ...

“ Numerical Linear Algebra ” course

The main general reference for this and the next two lectures is a recent book [6] and its preliminary version [5] which is freely available on the web. 1 Why iterative methods? As we already know, there are two major classes of methods to solve linear systems: direct methods (like LU factorization, Cholesky factorization, etc.) and iterative methods. We underline the following properties of th...

Numerical linear algebra software

at the current iterate x ∈ Rn. In practice, we find that the bulk of computational resources (memory, time) consumed by these algorithms is spent constructing and solving these linear systems, and not in the higher-level algorithmic details. That is not to say that the higher-level details do not impact performance; for example, algorithmic improvements could result in a reduction in the number...

Numerical linear algebra