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Geometrical properties of the Frobenius condition number for positive definite matrices

机译:正定矩阵的Frobenius条件数的几何性质

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摘要

We study the geometrical properties of the Frobenius condition number on the cone of symmetric and positive definite matrices. This number, related to the cosine of the angle between a given matrix and its inverse, is equivalent to the classical 2-norm condition number, but has a direct and natural geometrical interpretation. In particular we establish bounds for the ratio between the angle that a matrix forms with the identity ray and the angle that the inverse of that matrix forms with the identity ray. These bounds allow us to establish new lower bounds for the condition number, that only require the trace and the Frobenius norm of the matrix.
机译:我们研究对称和正定矩阵的圆锥上的Frobenius条件数的几何性质。此数字与给定矩阵及其逆矩阵之间的角度的余弦有关,它等效于经典的2范数条件数,但具有直接自然的几何解释。特别是,我们为矩阵与身份射线形成的角度与矩阵逆矩阵与身份射线形成的角度之间的比率建立界限。这些界限使我们能够为条件数建立新的下界,该下界仅需要矩阵的迹线和Frobenius范数。

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