Date
Thu, 20 Nov 2003
Time
14:00 - 15:00
Location
Comlab
Speaker
Prof Javier Pena
Organisation
Carnegie Mellon University

Condition numbers are a central concept in numerical analysis.

They provide a natural parameter for studying the behavior of

algorithms, as well as sensitivity and geometric properties of a problem.

The condition number of a problem instance is usually a measure

of the distance to the set of ill-posed instances. For instance, the

classical Eckart and Young identity characterizes the condition

number of a square matrix as the reciprocal of its relative distance

to singularity.

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We present concepts of conditioning for optimization problems and

for more general variational problems. We show that the Eckart and

Young identity has natural extension to much wider contexts. We also

discuss conditioning under the presence of block-structure, such as

that determined by a sparsity pattern. The latter has interesting

connections with the mu-number in robust control and with the sign-real

spectral radius.

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