MINIMIZATION OF THE NORM, THE NORM OF THE INVERSE AND THE CONDITION NUMBER OF A MATRIX BY COMPLETION

Citation
L. Elsner et al., MINIMIZATION OF THE NORM, THE NORM OF THE INVERSE AND THE CONDITION NUMBER OF A MATRIX BY COMPLETION, Numerical linear algebra with applications, 2(2), 1995, pp. 155-171
Citations number
11
Categorie Soggetti
Mathematics, General",Mathematics,Mathematics
ISSN journal
10705325
Volume
2
Issue
2
Year of publication
1995
Pages
155 - 171
Database
ISI
SICI code
1070-5325(1995)2:2<155:MOTNTN>2.0.ZU;2-N
Abstract
We study the problem of minimizing the norm, the norm of the inverse a nd the condition number with respect to the spectral norm, when a subm atrix of a matrix can be chosen arbitrarily. For the norm minimization problem we give a different proof than that given by Davis/Kahan/Wein berger. This new approach can then also be used to characterize the co mpletions that minimize the norm of the inverse. For the problem of op timizing the condition number we give a partial result.