Abstract
We perform a smoothed analysis of the condition number of rectangular matrices. We prove that, asymptotically, the expected value of this condition number depends only on the elongation of the matrix and not on the center and variance of the underlying probability distribution. © 2010 Society for Industrial and Applied Mathematics.
| Original language | English |
|---|---|
| Pages (from-to) | 2769-2783 |
| Journal | SIAM Journal on Matrix Analysis and Applications |
| Volume | 31 |
| Issue number | 5 |
| DOIs | |
| Publication status | Published - 2010 |
Research Keywords
- Least-squares
- Moore-Penrose inversion
- Smoothed analysis
Publisher's Copyright Statement
- COPYRIGHT TERMS OF DEPOSITED FINAL PUBLISHED VERSION FILE: © 2010 Society for Industrial and Applied Mathematics.