矩阵条件数与增长因子的平滑分析
Smoothed Analysis of the Condition Numbers and Growth Factors of Matrices
AI总结:
本文通过平滑分析证明,任意矩阵的轻微随机扰动具有大条件数和大增长因子的概率很低,从而改进了无主元高斯消去法的精度需求上界。
摘要:
设 $\orig{A}$ 为任意矩阵,$A$ 为 $\orig{A}$ 的轻微随机扰动。我们证明 $A$ 具有大条件数的可能性很小。利用这一结果,我们证明在无主元高斯消去法下,$A$ 具有大增长因子的可能性也很小。通过结合这些结果,我们给出了无主元高斯消去法所需的平滑精度上界。我们的结果改进了 Yeung 和 Chan(SIAM J. Matrix Anal. Appl., 1997)对无主元高斯消去法的平均情况分析。
英文摘要:
Let $\orig{A}$ be any matrix and let $A$ be a slight random perturbation of $\orig{A}$. We prove that it is unlikely that $A$ has large condition number. Using this result, we prove it is unlikely that $A$ has large growth factor under Gaussian elimination without pivoting. By combining these results, we bound the smoothed precision needed by Gaussian elimination without pivoting. Our results improve the average-case analysis of Gaussian elimination without pivoting performed by Yeung and Chan (SIAM J. Matrix Anal. Appl., 1997).
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