Verified Bounds for the p-Norm Condition Number

نویسنده

  • Siegfried M. Rump
چکیده

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 ill-conditioned 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.

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عنوان ژورنال:
  • Reliable Computing

دوره 20  شماره 

صفحات  -

تاریخ انتشار 2014