Dissertation
Dissertation > Mathematical sciences and chemical > Mathematics > Computational Mathematics > Numerical Analysis

Statistical Condition Estimation for the Sensitivity of Generalized Eigenvalue and Singular Value Problems

Author ZhengQing
Tutor WeiYiMin
School Fudan University
Course Computational Mathematics
Keywords Statistical condition number estimates Eigenvalue Singular value Compressed subspace Singular subspace
CLC O241
Type Master's thesis
Year 2010
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This paper proposed a new method for solving the condition number of the generalized eigenvalue and singular value problems Kenney and Laub - based statistical condition number estimation method . This method can estimate the condition number of the characteristic values ??( singular value ) and a characteristic space ( singular subspace ) . It can be applied to the special structure of the matrix on and applies to different types of disturbances . In particular , this method of component disturbance type is very effective this disturbance type does not apply to the other conditions of the estimate . Subsequent numerical experiments to verify the reliability and validity of this method .

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