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Reliable Computation Of The Condition Number Of A  (Make Corrections)  
Tridiagonal Matrix In O(n) Time Inderjit S. Dhillon + Siam J. Matrix Anal....



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Abstract: We present one more algorithm to compute the condition number (for inversion) of an n n tridiagonal matrix J in O(n) time. Previous O(n) algorithms for this task given by Higham [SIAM J. Sci. Statist. Comput., 7 (1986), pp. 150--165] are based on the tempting compact representation of the upper (lower) triangle of J -1 as the upper (lower) triangle of a rank-one matrix. However they su#er from severe overflow and underflow problems, especially on diagonally dominant matrices. Our new... (Update)

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BibTeX entry:   (Update)

@misc{ in-reliable,
  author = "Tridiagonal Matrix In",
  title = "Reliable Computation Of The Condition Number Of A",
  url = "citeseer.ist.psu.edu/701768.html" }
Citations (may not include all citations):
532   LAPACK Users' Guide (context) - Anderson, Bai et al. - 1995
133   IEEE Standard for Binary Floating Point Arithmetic (context) - IEEE, York

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