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This article is cited in 2 scientific papers (total in 2 papers)
Probabilistic estimation of matrix condition number
V. S. Antyufeevab a Institute Numerical Mathematics and Mathematical Geophysics SB RAS,
6, Akad. Lavrent’eva pr., Novosibirsk 630090, Russia
b Novosibirsk State University,
1, Pirogova St., Novosibirsk 630090, Russia
Abstract:
Ill-conditioned matrices of systems of linear algebraic equations with random error of the right-hand side vector considered. The condition number of the system matrix is investigated. It is shown that under some natural conditions the number $\nu$ may be significantly decreased.
Keywords:
ill-conditioned matrix, condition number, vector of random error, distribution function.
Received: 18.01.2017
Citation:
V. S. Antyufeev, “Probabilistic estimation of matrix condition number”, Sib. J. Pure and Appl. Math., 18:1 (2018), 28–34; J. Math. Sci., 246:6 (2020), 755–762
Linking options:
https://www.mathnet.ru/eng/vngu461 https://www.mathnet.ru/eng/vngu/v18/i1/p28
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