Re: Estimating the condition of an upper triangular matrix

From: Peter Spellucci (nospamspellucci_at_fb04373.mathematik.tu-darmstadt.de)
Date: 06/17/04 

Date: Thu, 17 Jun 2004 09:03:44 +0000 (UTC)

In article <2jcssiFvv1joU1@uni-berlin.de>,
 "Thomas Schmelzer" <thomas-schmelzer@gmx.de> writes:
>Dear experts,
>given a small (10 \times 10) matrix in upper triangular form I am seeking an
>algorithm to estimate the condition (i.e. the ratio of the largest and
>smallest singular value) of that matrix. I want to avoid any kind of
>overestimation. What is the state of the art on that field?
>cheers
>Thomas
>
>
>
>
>
if you want to avoid any kind of overestimation then compute it, using svd or
the computation of the largest and the lowest eigenvalue of R'*R
(von Mises for the largest and inverse iteration with shift zero for the
smallest). since you habve already the factorization, no problem.
hth
peter
 
 

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