Inversion error, condition number, and approximate inverses of uncertain matrices

Inversion error, condition number, and approximate inverses of uncertain matrices

The classical condition number is a very rough measure of the effect of perturbations on the inverse of a square matrix. First, it assumes that the perturbation is infinitesimally small. Second, it does not take into account the perturbation structure (e.g., Vandermonde). Similarly, the classical notion of the inverse of a matrix neglects the possibility of large, structured perturbations. We d...

Sparse Approximate Inverses and Target Matrices

Structured matrices and inverses

A matrix (and any associated linear system) will be referred to as structured if it has a small displacement rank. It is known that the inverse of a structured matrix is structured, which allows fast inversion (or solution), and reduced storage requirements. According to two definitions of displacement structure of practical interest, it is shown here that several types of inverses are also str...

Correction: Condition Number Estimation of Preconditioned Matrices

[This corrects the article DOI: 10.1371/journal.pone.0122331.].

Condition Number Estimation of Preconditioned Matrices

The present paper introduces a condition number estimation method for preconditioned matrices. The newly developed method provides reasonable results, while the conventional method which is based on the Lanczos connection gives meaningless results. The Lanczos connection based method provides the condition numbers of coefficient matrices of systems of linear equations with information obtained ...