Smoothed Analysis of the Condition Numbers and Growth Factors of Matrices

Authors:
  • ASArvind Sankar
    Arvind Sankar
  • DSDaniel A. Spielman
    Daniel A. Spielman
  • STShang-Hua Teng
    Shang-Hua Teng

Abstract
Let $\orig{A}$ be any matrix and let $A$ be a slight random perturbation of $\orig{A}$. We prove that it is unlikely that $A$ has large condition number. Using this result, we prove it is unlikely that $A$ has large growth factor under Gaussian elimination without pivoting. By combining these results, we bound the smoothed precision needed by Gaussian elimination without pivoting. Our results improve the average-case analysis of Gaussian elimination without pivoting performed by Yeung and Chan (SIAM J. Matrix Anal. Appl., 1997).