Abstract
We consider the problem of minimizing the condition number of a low rank modification of a matrix. Analytical results show that the minimum, which is not necessarily unique, can be obtained and expressed by a small number of eigenpairs or singular pairs. The symmetric and the nonsymmetric cases are analyzed, and numerical experiments illustrate the analytical observations.
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Schedule a callMore From: SIAM journal on matrix analysis and applications : a publication of the Society for Industrial and Applied Mathematics
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