Smoothed Analysis of Moore-Penrose Inversion

  • Authors:
  • Peter Bürgisser;Felipe Cucker

  • Affiliations:
  • pbuerg@upb.de;macucker@cityu.edu.hk

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2010

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Abstract

We perform a smoothed analysis of the condition number of rectangular matrices. We prove that, asymptotically, the expected value of this condition number depends only on the elongation of the matrix and not on the center and variance of the underlying probability distribution.