A BEST UPPER BOUND FOR THE 2-NORM CONDITION NUMBER OF A MATRIX

Citation
Jk. Merikoski et al., A BEST UPPER BOUND FOR THE 2-NORM CONDITION NUMBER OF A MATRIX, Linear algebra and its applications, 254, 1997, pp. 355-365
Citations number
4
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
00243795
Volume
254
Year of publication
1997
Pages
355 - 365
Database
ISI
SICI code
0024-3795(1997)254:<355:ABUBFT>2.0.ZU;2-M
Abstract
Let A be an n x n nonsingular real or complex matrix. The best possibl e upper bound for the ratio of the largest and smallest singular value s of A, using tr AA, det A, and n only, is obtained. A comparison wit h an earlier bound is given, and the singular and nonsquare cases are included. If all the eigenvalues of A are real and positive, the best possible upper bound for the ratio of the largest and smallest eigenva lues of A, involving tr A, det A, and n only, is presented as well. (C ) Elsevier Science Inc., 1997.