• 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