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Effective condition numbers and small sample statistical condition estimation for the generalized Sylvester equation 被引量:1

Effective condition numbers and small sample statistical condition estimation for the generalized Sylvester equation
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摘要 Abstract In this paper, we investigate the effective condition numbers for the generalized Sylvester equation (AX - YB, DX - YE) = (C,F), where A,D ∈ Rm×m B,E ∈ Rn×n and C,F ∈ Rm×n. We apply the small sample statistical method for the fast condition estimation of the generalized Sylvester equation, which requires (9(m2n + mn2) flops, comparing with (-O(m3 + n3) flops for the generalized Schur and generalized Hessenberg- Schur methods for solving the generalized Sylvester equation. Numerical examples illustrate the sharpness of our perturbation bounds. In this paper,we investigate the effective condition numbers for the generalized Sylvester equation(AX-YB,DX-YE)=(C,F),where A,D∈R m×m,B,E∈R n×n and C,F ∈ R m×n.We apply the small sample statistical method for the fast condition estimation of the generalized Sylvester equation,which requires O(m2n+mn2) flops,comparing with O(m3+n3) flops for the generalized Schur and generalized HessenbergSchur methods for solving the generalized Sylvester equation.Numerical examples illustrate the sharpness of our perturbation bounds.
出处 《Science China Mathematics》 SCIE 2013年第5期967-982,共16页 中国科学:数学(英文版)
基金 supported by National Natural Science Foundation of China(Grant Nos.11001045,10926107 and 11271084) Specialized Research Fund for the Doctoral Program of Higher Education of MOE(Grant No. 20090043120008) Training Fund of NENU’S Scientific Innovation Project of Northeast Normal University(Grant No. NENU-STC08009) Program for Changjiang Scholars and Innovative Research Team in University the Programme for Cultivating Innovative Students in Key Disciplines of Fudan University(973 Program Project)(Grant No. 2010CB327900) Doctoral Program of the Ministry of Education(Grant No.20090071110003) Shanghai Science & Technology Committee and Shanghai Education Committee(Dawn Project)
关键词 generalized Sylvester equation Sylvester equation effective condition number perturbation bound small sample statistical condition estimation (SCE) Sylvester方程 小样本统计 状态估计 条件数 广义 统计方法 触发器 M2N
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同被引文献8

  • 1Chiang C Y,Chu E K W,Lin W W.On the*-Sylvester equation AX±X*B*=C[J].Appl Math Comput,2012,218(17):8393-8407.
  • 2Gohberg I,Koltracht I.Mixed componentwise and structured condition numbers[J].SIAM J Matrix Anal Appl,1993,14:688-704.
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  • 4Baboulin M,Dongana J,Gratton S,et al.Computing the conditioning of the components of a linear least-squares solution[J].Numer Linear Algebra Appl,2009,16:517-533.
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  • 7Wang W,Hao N.On mixed and componentwise condition numbers for Hyperbolic QR factorization[J].Filomat,2008,22:183-192.
  • 8Diao H,Xiang H,Wei Y.Mixed componentwise condition numbers and small sample statistical condition estimation of Sylvester equation[J].Numer Linear Algebra Appl,2012,19:639-654.

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