Smoothed analysis of moore-penrose inversion

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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Author(s)

  • Peter Bürgisser
  • Felipe Cucker

Related Research Unit(s)

Detail(s)

Original languageEnglish
Pages (from-to)2769-2783
Journal / PublicationSIAM Journal on Matrix Analysis and Applications
Volume31
Issue number5
Publication statusPublished - 2010

Link(s)

DOI

DOI
Check@CityULib
Link to Scopus https://www.scopus.com/record/display.uri?eid=2-s2.0-79251471099&origin=recordpage
Permanent Link https://scholars.cityu.edu.hk/en/publications/publication(fbffb10b-46ba-46a0-b8eb-cbfdedb00206).html

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.

Research Area(s)

  • Least-squares, Moore-Penrose inversion, Smoothed analysis

Fingerprint

Publication fingerprints text

100
Condition number Mathematics
50
Elongation Mathematics
49
Expected value Mathematics
40
Inversion Mathematics
39
Probability distrib... Mathematics
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Citation Format(s)

[ RIS ] [ BibTeX ]
Smoothed analysis of moore-penrose inversion. / Bürgisser, Peter; Cucker, Felipe.
In: SIAM Journal on Matrix Analysis and Applications, Vol. 31, No. 5, 2010, p. 2769-2783.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review