Effect of small rank modification on the condition number of a matrix

Authors:
Xinmao Wang
Affiliations:
Department of Mathematics, University of Science and Technology of China, Hefei, Anhui 230026, China
Venue:
Computers & Mathematics with Applications
Year:
2007

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Abstract

The condition number of a matrix plays an important role in numerical matrix computations. In this paper, we investigate how much the small rank modification method can reduce the condition number of a matrix.