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Convexity properties of the condition number II

Abstract: In our previous paper [SIAM J. Matrix Anal. Appl., 31 (2010), pp. 1491-1506], we studied the condition metric in the space of maximal rank n × m matrices. Here, we show that this condition metric induces a Lipschitz Riemannian structure on that space. After investigating geodesics in such a nonsmooth structure, we show that the inverse of the smallest singular value of a matrix is a log-convex function along geodesics. We also show that a similar result holds for the solution variety of linear systems. Some of our intermediate results such as those on the second covariant derivative or Hessian of a function with symmetries on a manifold, and those on piecewise self-convex functions, are of independent interest. Those results were motivated by our investigations on the complexity of path-following algorithms for solving polynomial systems.

Otras publicaciones de la misma revista o congreso con autores/as de la Universidad de Cantabria

 Autoría: Beltrán C., Dedieu J.P., Malajovich G., Shub M.,

 Fuente: SIAM Journal on Matrix Analysis and Applications, 2012, 33(3), 905-939

Editorial: Society for Industrial and Applied Mathematics

 Año de publicación: 2012

Nº de páginas: 35

Tipo de publicación: Artículo de Revista

 DOI: 10.1137/100808885

ISSN: 0895-4798,1095-7162

Url de la publicación: https://doi.org/10.1137/100808885

Autoría

DEDIEU, JEAN-PIERRE

MALAJOVICH, GREGORIO

SHUB, MIKE