Comptes Rendus
Numerical Analysis
Upper bounds on the distribution of the condition number of singular matrices
Comptes Rendus. Mathématique, Volume 340 (2005) no. 12, pp. 915-919.

We exhibit upper bounds for the probability distribution of the generalized condition number of singular complex matrices. To this end, we develop a new technique to study volumes of tubes about projective varieties in the complex projective space. As a main outcome, we show an upper bound estimate for the volume of the intersection of a tube with an equi-dimensional projective algebraic variety.

Nous exhibons des bornes de la fonction de distribution du conditionnement des matrices singulières. Pour ce but nous developpons une technique nouvelle pour analyser les volumes des tubes (par rapport a la distance de Fubini–Study) autour des sous-variétés algèbriques d'un espace projectif complex. Plus spécifiquement, nous demontrons des bornes supérieueres de volumes des intersections des tubes extrinsèques (autour des sous-variétés algébriques avec une autre variété algèbrique donnée).

Received:
Accepted:
Published online:
DOI: 10.1016/j.crma.2005.05.012

Carlos Beltrán 1; Luis Miguel Pardo 1

1 Departamento de Matemáticas, Estadística y Computación, F. de Ciencias, Universidad de Cantabria, 39071 Santander, Spain
@article{CRMATH_2005__340_12_915_0,
     author = {Carlos Beltr\'an and Luis Miguel Pardo},
     title = {Upper bounds on the distribution of the condition number of singular matrices},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {915--919},
     publisher = {Elsevier},
     volume = {340},
     number = {12},
     year = {2005},
     doi = {10.1016/j.crma.2005.05.012},
     language = {en},
}
TY  - JOUR
AU  - Carlos Beltrán
AU  - Luis Miguel Pardo
TI  - Upper bounds on the distribution of the condition number of singular matrices
JO  - Comptes Rendus. Mathématique
PY  - 2005
SP  - 915
EP  - 919
VL  - 340
IS  - 12
PB  - Elsevier
DO  - 10.1016/j.crma.2005.05.012
LA  - en
ID  - CRMATH_2005__340_12_915_0
ER  - 
%0 Journal Article
%A Carlos Beltrán
%A Luis Miguel Pardo
%T Upper bounds on the distribution of the condition number of singular matrices
%J Comptes Rendus. Mathématique
%D 2005
%P 915-919
%V 340
%N 12
%I Elsevier
%R 10.1016/j.crma.2005.05.012
%G en
%F CRMATH_2005__340_12_915_0
Carlos Beltrán; Luis Miguel Pardo. Upper bounds on the distribution of the condition number of singular matrices. Comptes Rendus. Mathématique, Volume 340 (2005) no. 12, pp. 915-919. doi : 10.1016/j.crma.2005.05.012. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2005.05.012/

[1] D. Castro; J.L. Montaña; L.M. Pardo; J. San Martín The distribution of condition numbers of rational data of bounded bit length, Found. Comput. Math., Volume 2 (2002), pp. 1-52

[2] J.W. Demmel The probability that a numerical analysis problem is difficult, Math. Comp., Volume 50 (1988), pp. 449-480

[3] C. Eckart; G. Young The approximation of one matrix by another of lower rank, Psychometrika, Volume 1 (1936), pp. 211-218

[4] A. Edelman Eigenvalues and condition numbers of random matrices, SIAM J. Matrix Anal. Appl., Volume 9 (1988), pp. 543-560

[5] A. Edelman On the distribution of a scaled condition number, Math. Comp., Volume 58 (1992), pp. 185-190

[6] W. Fulton Intersection Theory, Ergeb. Math. Grenzgeb. (3) [Results in Mathematics and Related Areas (3)], vol. 2, Springer-Verlag, Berlin, 1984

[7] G.H. Golub; C.F. Van Loan Matrix Computations, Johns Hopkins Stud. Math. Sci., Johns Hopkins University Press, Baltimore, MD, 1996

[8] A. Gray Volumes of tubes about complex submanifolds of complex projective space, Trans. Amer. Math. Soc., Volume 291 (1985), pp. 437-449

[9] A. Gray Tubes, Progr. Math., vol. 221, Birkhäuser, Basel, 2004

[10] J. Heintz Definability and fast quantifier elimination in algebraically closed fields, Theoret. Comput. Sci., Volume 24 (1983), pp. 239-277

[11] N.J. Higham Accuracy and Stability of Numerical Algorithms, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2002

[12] W. Kahan, Huge generalized inverses of rank-deficient matrices, Unpublished manuscript

[13] L. Mirsky Results and problems in the theory of doubly-stochastic matrices, Z. Wahrscheinlichkeitstheorie Verw. Gebiete, Volume 1 (1962/1963), pp. 319-334

[14] E. Schmidt Zur Theorie der linearen und nichtlinearen Integralgleichungen. I Tiel. Entwicklung willkurlichen Funktionen nach System vorgeschriebener, Maht. Ann., Volume 63 (1907), pp. 433-476

[15] S. Smale On the efficiency of algorithms of analysis, Bull. Amer. Math. Soc. (N.S.), Volume 13 (1985), pp. 87-121

[16] G.W. Stewart; J.G. Sun Matrix Perturbation Theory, Computer Sci. Sci. Comput., Academic Press, Boston, MA, 1990

[17] L.N. Trefethen; D. Bau Numerical Linear Algebra, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 1997

[18] A.M. Turing Rounding-off errors in matrix processes, Quart. J. Mech. Appl. Math., Volume 1 (1948), pp. 287-308

[19] J. von Neumann; H.H. Goldstine Numerical inverting of matrices of high order, Bull. Amer. Math. Soc., Volume 53 (1947), pp. 1021-1099

[20] A. Weyl On the volume of tubes, Amer. J. Math., Volume 61 (1939), pp. 461-472

[21] J.H. Wilkinson The Algebraic Eigenvalue Problem, Clarendon Press, Oxford, 1965

Cited by Sources:

Research was partially supported by MTM2004-01167.

Comments - Policy