Article View: sci.math.num-analysis
Article #1162Re: Condition Number
From: T. Scott Thompson
Date: Tue, 12 Jan 1993 21:36
Date: Tue, 12 Jan 1993 21:36
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1580 bytes
thompson@atlas.socsci.umn.edu (T. Scott Thompson) writes:
>The singular values of A are the square roots of the eigenvalues of
>the symmetric matrix AA'. These are of course the eigenvalues of A
^^^
This should have been A'A. Many apologies for any confusion.
>|A| = square root of the largest eigenvalue of AA' and
^^^
>|Inverse(A)| = 1 / (square root of the smallest eigenvalue of AA')
^^^
Same problem and correction in these two statements.
--
T. Scott Thompson email: thompson@atlas.socsci.umn.edu
Department of Economics phone: (612) 625-0119
University of Minnesota fax: (612) 624-0209
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<1993Jan11.083253.9521@dutrun2.tudelft.nl> <1993Jan11.214251.12368@news.eng.convex.com> <C0r0vw.3w1@cmcl2.nyu.edu> <thompson.726870893@daphne.socsci.umn.edu>Show Full Headers
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Path: arc1-ca.pugleaf.net!sparky!uunet!spool.mu.edu!uwm.edu!ogicse!flop.ENGR.ORST.EDU!gaia.ucs.orst.edu!umn.edu!thompson From: thompson@atlas.socsci.umn.edu (T. Scott Thompson) Newsgroups: sci.math.num-analysis Subject: Re: Condition Number Keywords: eigenvalues, singular values, condition number Message-ID: <thompson.726874573@kiyotaki.econ.umn.edu> Date: 12 Jan 93 21:36:13 GMT Article-I.D.: kiyotaki.thompson.726874573 References: <1993Jan11.083253.9521@dutrun2.tudelft.nl> <1993Jan11.214251.12368@news.eng.convex.com> <C0r0vw.3w1@cmcl2.nyu.edu> <thompson.726870893@daphne.socsci.umn.edu> Sender: news@news2.cis.umn.edu (Usenet News Administration) Reply-To: thompson@atlas.socsci.umn.edu Organization: Economics Department, University of Minnesota Lines: 16 Nntp-Posting-Host: kiyotaki.econ.umn.edu