Ill-Conditioned Inclusions |
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Authors: | A S Lewis |
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Institution: | (1) Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario, Canada, N2L 3G1 |
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Abstract: | A square system of linear equations is ill-conditioned when the norm of the corresponding inverse matrix is large. This norm bounds the size of the solution, and measures how close the system is to being inconsistent: it is thus of fundamental computational significance. We generalize this idea from linear equations to inclusions governed by closed convex processes, and hence to conic linear systems. |
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Keywords: | condition number conic linear system distance to inconsistency convex process surjectivity homogenization |
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