Mixed, componentwise condition numbers and small sample statistical condition estimation of Sylvester equations
Huaian Diao, Hua Xiang, Yimin Wei · Numerical Linear Algebra with Applications · 2011
SUMMARY We present a componentwise perturbation analysis for the continuous‐time Sylvester equations. Componentwise, mixed condition numbers and new perturbation bounds are derived for the matrix equations. The small sample statistical method can also be applied for the condition estimation. These condition numbers and perturbation bounds are tested on numerical examples and compared with the normwise condition number. The numerical examples illustrate that the mixed condition number gives sharper bounds than the normwise one. Copyright © 2011 John Wiley & Sons, Ltd.