In the Academia setting, my interest lies on numerical analysis and interpretation of the data.
In spring and summer 2016, I worked on
condition number estimation under the supervision of Professor
Robert A. van de Geijn.
Key Idea
Denote conditon number of A as cond(A), by definition, cond(A) = ||A||*||A-1||. We know that ||A-1||*||x||>=||A-1x|| = ||b||.
By trying different b to solve different x , use the ratio ||b|| over ||x|| as the approximation of ||A-1||.
In this way, we get the norm without explicitly calculating the inverse of the matrix and thus reduce the complexity.
The poster is
here, the report is
here and the code is
here
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