DocumentCode :
843365
Title :
A LINPACK-style condition estimator for the equation AX-XB^{T} = C
Author :
Byers, Ralph
Author_Institution :
Northern Illinois University, DeKalb, IL, USA
Volume :
29
Issue :
10
fYear :
1984
fDate :
10/1/1984 12:00:00 AM
Firstpage :
926
Lastpage :
928
Abstract :
Estimation of the condition number of AX- XB^{T} = C requires an approximation of the smallest l2singular value of the linear transformation X \\rightarrow AX - XB^{T} . The approximation is obtained from a step of inverse iteration applied to a heuristically chosen starting matrix. In the style of LINPACK, the cost of the estimator is kept down by using the same matrix factorizatlons to make the estimate as are used to solve AX - XB^{T} = C . Computational experiments verify its reliability.
Keywords :
Matrices; Costs; Eigenvalues and eigenfunctions; Identity-based encryption; Riccati equations;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1984.1103389
Filename :
1103389
Link To Document :
بازگشت