Condition Estimation by Means of the Power Method
arXiv:1212.4549h-index: 51
AI Analysis
Provides a method for condition number estimation, but is incremental as it adapts an existing technique.
The paper estimates the condition number of a matrix using the Power Method via matrix-vector multiplications, similar to the Lanczos method.
We estimate the condition number of a matrix by applying the Power Method, that is essentially a sequence of matrix-by-vector multiplications, similarly to the Lanczos method.