V. S. Antyufeev, “Probabilistic estimation of matrix condition number”, Sib. J. Pure and Appl. Math., 2018, Volume 18, Issue 1,Pages <nobr>28

This article is cited in 2 papers

Probabilistic estimation of matrix condition number

V. S. Antyufeev^ab

^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.

UDC: 519.6

Received: 18.01.2017

DOI: 10.17377/PAM.2018.18.3