Smoothed Analysis of Moore-Penrose Inversion
Numerical Analysis
2011-06-17 v2
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 of the elongation of the matrix, and not on the center and variance of the underlying probability distribution.
Cite
@article{arxiv.1002.4690,
title = {Smoothed Analysis of Moore-Penrose Inversion},
author = {Peter Buergisser and Felipe Cucker},
journal= {arXiv preprint arXiv:1002.4690},
year = {2011}
}
Comments
19 pages. Version 2 contains a new section on applications