Componentwise condition numbers of random sparse matrices
Numerical Analysis
2008-07-08 v2 Probability
Abstract
We prove an O(log n) bound for the expected value of the logarithm of the componentwise (and, a fortiori, the mixed) condition number of a random sparse n x n matrix. As a consequence, small bounds on the average loss of accuracy for triangular linear systems follow.
Cite
@article{arxiv.0807.0956,
title = {Componentwise condition numbers of random sparse matrices},
author = {Dennis Cheung and Felipe Cucker},
journal= {arXiv preprint arXiv:0807.0956},
year = {2008}
}