4.3 Article

Smoothed analysis of the condition numbers and growth factors of matrices

Journal

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
Volume 28, Issue 2, Pages 446-476

Publisher

SIAM PUBLICATIONS
DOI: 10.1137/S0895479803436202

Keywords

smoothed analysis; condition number; Gaussian elimination; growth factor

Ask authors/readers for more resources

Let (A) over bar be an arbitrary matrix and let A be a slight random perturbation of (A) over bar. We prove that it is unlikely that A has a large condition number. Using this result, we prove that it is unlikely that A has large growth factor under Gaussian elimination without pivoting. By combining these results, we show that the smoothed precision necessary to solve Ax = b, for any b, using Gaussian elimination without pivoting is logarithmic. Moreover, when (A) over bar is an all-zero square matrix, our results significantly improve the average-case analysis of Gaussian elimination without pivoting performed by Yeung and Chan (SIAM J. Matrix Anal. Appl., 18 (1997), pp. 499-517).

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.3
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

No Data Available
No Data Available